McCoy should be getting royalties for his five compositions on the CD, but otherwise, you are correct, they get no other payment (neither leader nor sidemen).
If he is not getting royalties for his compositions, then either the person administering his publishing, or more likely EMI, is not doing their job.
Hank Mobley's heir was his father, who lived very long - although I suspect he has passed away by now. I believe he had Hank very young. Hank may have had some half-siblings as well.
Bertrand.