to answer your question, no I don't think Roush or Saleen, ever sold modified Cobra's through Ford dealerships (then or now). always based off of the GT.
Now that is not that a Cobra owner, could not have contacted either company and sent them his cobra to modify.
The more common option, is that the current or previous owner just purchased the roush parts and slapped it on his cobra (actually pretty common for lots of mustangs to do). I have seen many stock GT's who have stuck Roush Exhaust kits on their car, no reason a cobra couldn't do that also.