Yes, you are correct about the front grill. Cobras (except late model Shelby GT500s, IIRC) came from the factory with the running horse in the front grille. It's often one of the very first cosmetic mods that cobra owners do...
Where were you looking for the fender/hood VIN tag at on those items? Are you talking about the "hidden" VIN or a sticker VIN attached to the sheetmetal?
As fas as the squeaking clutch noise, it's possible that it might need a new throw out bearing...do you know if it's the original?
Headlight assemblies are pretty easy to change out - it's possible the previous owner may have swapped them for another pair (clear style or another shade of "smoked" out headlights?
).
It sounds like you are skeptical about the car's front end - perhaps you can ask a trusted body shop guy to examine the car more closely prior to purchasing (fender, hood, gaps match up? are both cobra side emblems facing the correct direction? paint overspray ?, other minor details, etc). That should give you some reassurance.
Maybe it was sitting at the dealer for awhile or the owner used it as a "demo car," etc, etc. It's too difficult to say for sure without researching it more....g'luck!
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