Diggory might seem like a very strange mentor figure, but he really does fulfill that role here. Diggory dispenses advice (welcome and unwelcome) to nearly every character in the book: Thomasin, Eustacia, Mrs. Yeobright, and even Damon. He's also very smart and practical, offering up good suggestions to people, such as when he advises Eustacia to take a job in a city, in order to get away from her problematic life in Egdon. Diggory might be a bit more like an advice columnist than a typical role model/mentor here. But Diggory definitely fulfills the "guide" role, often literally guiding people around the heath, like Thomasin at the start of the novel.