Ned gave a good overview, which leads us to the unfortunate situation where because of a lack of definitive documentation on what was installed in the early cars, the configurations must in part be guesstimated from what configuration was available from Ford, period documentation, completion dates of particular cars and sparse photos taken at the time. jwtdvm astutely picked up on the fact that the big block Cobra was coming out right about the same time as the MR engine. It should be noted that from what I've ascertained over the years, during the 1st half of '65 the only Ford vehicles that were fitted with the MR were race cars (incl Cobra), as the production Galaxies, etc didn't receive it until something like August or September. The NASCAR guys received the cast iron head/block MR's in time for Daytona, which was probably where Ford's main focus was. The earliest Cobra aluminum MR head casting dates I've seen were in January '65, so it's possible the first rollout of CSX3002 on January 25th was fitted with the first aluminum head/magnesium intake "lightweight" version MR 427, and there are period pictures of that configuration engine as removed from 3002. However, it's also possible 3002 still had the aluminum 390 in it at that time, which it was initially fitted with at AC Cars. The obvious complicating factor is potential engine changes in these early cars as things were being ironed out. The lightweight MR engine, BTW, was assembled at Ford's Engine and Foundry experimental department, not H&M.
SA meeting notes from the time document that there were logistical issues in SA obtaining those lightweight MR engines. That is probably the primary driving factor in one or more HR engines having slipped through in the cars. There is one picture of what appears to be a HR (likely cast iron heads) fitted in an early comp car, probably the first "production" comp car, 3004, which I believe was completed in early March. The aluminum HR head was only made in extremely limited quantity for the aluminum 390, but evidence (inspection of parts from owners storage) indicates some of the handful of sets of these made were outfitted with larger valves and fitted to 427's. This would only have been done in special circumstances where an engine would have basically been hand built by SA's engine shop (as opposed to the standard procedure of just installing what came from Ford) where either a customer would have paid extra money for the effort or in some high profile use. The initial preparation of CSX3005 for Bob Johnson was a prime example of where all the bells and whistles, such as alum HR heads, may have been justified for the car. Unfortunately, however, 3005's preparation was so expensive that Johnson essentially refused delivery and the car ended up being parted out by SA. CSX3009 was another one of the earliest comp cars delivered and, if memory serves me right, was first run at Pensacola early April. From photos at that race where it went straight from SA it looks to have been fitted with a lightweight MR.
Anyway, by August of '65 SA showed 12 of the lightweight MR engines on hand, so at that time the limited rate of customer comp car delivery was probably met by the flow of lightweight MR's SA was able to receive from Ford.