JAZZ Mose Allison: ''Lessons in Living.'' Mose Allison, piano and vocals; Jack Bruce, bass; Billy Cobham, drums; Lou Donaldson, alto; Eric Gale, guitar. Elektra/Musician 60237-1. Mose Allison is probably one of the world's most uncategorizable musicians. He combines Mississippi Delta country blues with a piano style that more than verges on the jazz avant-garde, peppers his lyrics with a philosophy that is at once down home country and urban hip, adds a dash of social commentary, and manages to come up with a sound that can only be described as the ''Mose Allison sound.'' This live album was recorded at his debut at the Montreux Jazz Festival, and the audience response indicates that Europeans are not only acquainted with him and his work, but adore him. Several of his best-known songs are included here, such as ''Lost Mind,'' ''Your Mind is on Vacation'' and ''Seventh Son,'' in versions that are somewhat peppier than on some of his previous recordings. His thoroughly eccentric, ambidextrous piano style is well integrated into the basic county-blues feel of the songs on this set - a neat trick, indeed. As always, Mose's dry wit is evident. On ''Middle Class White Boy,'' he declares ''I just want to do everything wrong, and still pick up first prize.''