Cobalts carry a wiring harness in the headlight that seems to be unique... so i don't understand where do I have to connect my white wires and black wires from my projector headlights to.............the wiring harness that connects to the headlight is a blue piece that has 3 cables, orange, black and pink

 

Are you talking about the white and black wires from the halos themselves? you tap the white into the brown from the parking lights and the black to a black ground on the harness. They do not hook up to the blue connector.