No they dont, you got to go to the dealership for that.
Or go in and ask them they might be able to order it for you
It doesn't look like they carry them https://www.oreillyauto.com/shop/b/engine-parts---mounts-16774/valve-cover-bolt-screw-14045/4fb75c822f75/2005/chevrolet/cobalt. You may have to try the dealer or online.
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