To begin with if you had used the search function you would have discovered a whole subforum dedicated to registrations:
http://www.clubcobra.com/forums/registration-forum/
It would behove your new owner to review the list of topics there.
Now to address your points:
Virtually every place is on to the Montana LLC thing and when they catch you the fines and back fees and taxes and penalties make it not worth it. Colorado did a sweep of vehicles a number of years ago and it got a lot of people's attention and many MT plates were replaced with CO plates.
Maybe you could contact one of the Shelby dealers to see if they have advice.
Washington and Oregon have become part of the Left Coast and adopted most of CA's stuff. In those states you are unlikely to get it registered as a 1965 vehicle, but the real goal is to get it registered in such a manner that it isn't subject to modern emissions requirements, which a 1960s engine will never be since there is no OBDII, and testing requirements.
Have the buyer call the state office and explain what he's got.
Alternately, call some of the larger Cobra dealers, e.g., Hillbank (sells both Superformance and Shelby) since they likely have experience selling to owners in Washington.