Interestingly, many of the Cougars have the convenience system built in to their harnesses. As for the proof-out wire, all of them that I have seen and have in my collection are embedded in the headlight harness, and the wire is red. This is the only difference between the Mustang and Cougar headlight harnesses. So...if you are searching for a rare Mustang headlight harness with this proof-out wire, consider obtaining the Cougar version.
I cannot confirm this statement; it is true regarding the 1969 Cougars. None of my prior work nor inventory show a low fuel power line for 67/68 Cougar headlight harnesses.