The switched voltage in a Cobalt is pink (not red) and called Ignition 1 Voltage. Maybe this pin-out will help you a bit.
I usually pull out the pin from the connector and solder on the crimped portion of the pin and re-insert back into the connector, this makes for a clean install. But I realise that not everybody has pin extractors. So your other option is to strip a half inch section of the wire jacket and solder to it and tape over the junction point. You can also cut and strip and join all 3 in a butt connector or in-line. Do you have a picture of your harnesses?