The heated screen is normally connected to the blue wire of the alternator. I think it should connect from the main loom to the engine loom through the 3 plugs behind the battery, so there should not be an extra connection for this.

I only have the wiring diagram for the 1990 Cosworth and back then there was no factory fitted aircon available. On other Sierra's the factory aircon system connects to the ECU with 2 wires close to the ECU. But all the other Sierra's use a Ford EEC IV ecu and the Cosworth uses a Magnetti Marelli ecu, so it might not work in the same way.