It should work just fine. Not sure if there were any special parts used on the '95 like the '93 was known for. If it is a Mustang speciality yard they should know. I would get the complete engine, harness, ECM and MAF. The whole package. The intake is a little differentbut should still be the good flowing staggered port design. EGR is probably external (not that familer with the '95 Cobra to garantee that) which could cause some issues.
What mustang conversion parts are you wondering about? I bet the BC throttle bracket is going to be different due to the intake change for those 2 years.