I can see how you feel about not wanting to trust anyone but LE... but Cobra is the only one who is giving us Sleuthers anything about what is going on with the investigation. And it is difficult to take a man that calls himself Cobra seriously, but I think that's just a silly man thing. PIs don't have to worry about warrents, chain of commands, ego, and the right to privacy of those they are investigating etc. The evidence discovered may not be allowed in court, however, like the polygraph, It can point the LE in a certain direction. I don't think that private investigators are the ones actually solving crime, they are the ones who give police information that leads to an arrest.
I just watched the Exclusive: Cobra Inside Haleigh Prayer Vigil
Video at Link:
http://www.artharris.com/2009/03/25/...gil/#more-1372
In it he addresses this issue by saying that he is not working this as a child custody case. He says he wants to find Haleigh and prays with them. He would be taking dishonosty to a completely new level by lying at a prayer service.
I also think Cobra's presence there is to look at the people attending, there are cases where SO insert themselves into the story by attending these kinds of things. I would hope that Cobra is giving a good look over to those in attendance at the vigil. LE would stand out too much during a service like this, especially in a small town. I'm sure that there have been people that have no known connection to Haliey, Ron, Misty, or their families. If Ron can point these people out to Cobra so he can look at them people, there body language, expresstion, or if they are doing something out of place.
It is likely that Misty was told not to talk to LE. While people assume since she doesn't was to do the reinactment because she is guilty, when it could be that it is a result of LE's request she not talk with Cobra.