解:(1)$\because$抛物线$y=x^{2}-4mx + 2m + 1$经过点$(4,3),$$\therefore16-16m + 2m + 1 = 3,$
$17-14m = 3,$$14m = 14,$解得$m = 1。$$\therefore y=x^{2}-4x + 3。$$\because y=x^{2}-4x + 3=(x - 2)^{2}-1,$$\therefore$此抛物线的顶点坐标为$(2,-1)。$
(2)$\because y=x^{2}-4mx + 2m + 1=(x - 2m)^{2}-4m^{2}+2m + 1,$$\therefore$抛物线开口向上,对称轴为直线$x = 2m。$
$\because$当$2m-3\leqslant x\leqslant2m + 1$时,$y$的最大值为$4,$$\therefore$当$x = 2m-3$时,$y = 4。$
$\therefore(2m-3-2m)^{2}-4m^{2}+2m + 1 = 4,$$9-4m^{2}+2m + 1 = 4,$$4m^{2}-2m - 6 = 0,$$2m^{2}-m - 3 = 0,$
因式分解得$(2m - 3)(m + 1)=0,$解得$m=\frac{3}{2}$或$m=-1。$
(3)$\because$抛物线$y=x^{2}-4mx + 2m + 1$与线段$OA$(不含端点)恰有一个交点,
$\therefore\begin{cases}2m + 1\gt0\\1-4m + 2m + 1\lt0\end{cases}$或$\begin{cases}2m + 1\lt0\\1-4m + 2m + 1\gt0\end{cases},$
解$\begin{cases}2m + 1\gt0\\1-4m + 2m + 1\lt0\end{cases},$由$2m + 1\gt0$得$m\gt-\frac{1}{2},$由$1-4m + 2m + 1\lt0$得$2-2m\lt0,$$m\gt1,$取交集得$m\gt1;$
解$\begin{cases}2m + 1\lt0\\1-4m + 2m + 1\gt0\end{cases},$由$2m + 1\lt0$得$m\lt-\frac{1}{2},$由$1-4m + 2m + 1\gt0$得$2-2m\gt0,$$m\lt1,$取交集得$m\lt-\frac{1}{2};$
$\therefore m\gt1$或$m\lt-\frac{1}{2}。$