Moved to the SVT
As far as the greens... I would not think 42s would be enough for E85 but I could be wrong. I'd just go straight to 60s and supercar pumps myself or just stay on 93.
For the lenses... modify the stock brackets for a different make of fog. Example, my 98 GT with a Cobra front end had Envoy clear fogs, Durango fogs work too. Not sure about the 99/01 Cobra but you can just measure and find out.
As for the filter... Should all be the same, they all go in the same spot pretty much even with a power pipe or something.
I'm actually in a similar boat, building a Teksid with B heads and 96-98 Cobra intake to put in my 2000 GT. Already have 42s which will be enough for 400-500hp but afterwards I'll need to do the fuel system. Have a Novi 2000 and a CX Racing intercooler setup.
Just remember, the stock rods in your car are the same ones used in everything else pretty much. Only the R and the Termi got better stuff. You'll want to keep it in the lower 400whp range although if you do run E85 you'll make more power with less boost and probably get away with running a little more than that. Still would not push it tho.