Okay so just throwing this out there, but
-Cobra spends a lot of time in Vermilion
-Cobra has absolutely no idea what Carmen looks like or actually sounds like
-Theoretically somehow some sort of nonsense could happen and he would be none the wiser as to what happened or who that person was

So yeah, not sure if that's something you'd want to do at this point, but since she's on his side of the map, I figured I'd mention it.