Formal theorem proving enables machine-verifiable evaluation of mathematical reasoning, yet existing benchmarks often emphasize aggregate proof accuracy, concentrate on a narrow range of mathematics, and provide limited evidence of robustness to equivalent reformulations. We introduce MathAdv, a diagnostic benchmark spanning 13 domains across undergraduate- and graduate-level mathematics. Alongside Lean 4 theorem proving, MathAdv provides up to three auxiliary tasks: multiple-choice questions that probe mathematical knowledge, fill-in-the-blank problems that isolate informal reasoning, and expert-crafted transformations that test robustness to problem presentation. Our evaluation of contemporary theorem provers yields four findings: formalization remains a major bottleneck; performance varies substantially across mathematical domains; natural-language guidance helps general-purpose LLMs but can hinder proof-specialized models; and mathematically equivalent reformulations expose substantial robustness limitations. Together, these results show how component-wise evaluation can reveal model capabilities and failure modes that aggregate theorem-proving accuracy obscures. The dataset and evaluation scripts are available at https://github.com/margotyjx/MathAdv.git.