OC-Cougar, you're right. Cougar stuff is more than mustangs...sometimes from the same place. I'm not sure if it's still true, but about six years ago I obtained both a Mustang and Cougar catalog from a well known parts company in CT...not to mention any names. I was pleasantly surprised to find that parts in the Cougar catalog matched the numbers in the Mustang catalog. However, I was shocked to find that the same identical part out of the Cougar catalog was MORE expensive. Guess which catalog I bought my parts from...?
I just realized you also asked about window gaskets. The windshield and it's gasket are the same for 65-68 Mustang and 67 - 68 Cougar. The rear window and it's gasket are unique to the 67 - 68 Cougar. The reason the headliner is different than Mustwang is that the roof is longer on a Cougar due to the longer wheelbase and longer rear quarter window. The shape of the rear window also affects the stitching pattern.
I have a headliner and window gaskets ready to go in my 68. The headliner is not the same as for the Mustang, it's longer. Also the windshield gaskets are the same, but the rear window gaskets are different.