As much as it sucks, you are probably better off just buying the harness. I had to do the same on my car, which I would have preferred to do the cheap route. But everything works still, and Chevy still holds up to the warranty because I did. If they see it was scabbed they may not cover any issues if you are still in warranty.
The thing that sucks is that there are about 3 or 4 different harnesses for the Cobalt. So just do some research before you purchase yours, otherwise you will be stuck taking the car apart, and putting back together several times like I did.