Supposedly the cosmetic roll-bars for mazda miata's bolt in with minor modifications, but structural ones would probably be closer to the side of custom made.
Race seats are almost exclusively universal fit units. Someone here or someone you know who has them should be able to point you in the right direction. You might also be able to locate them online, or ordered from your local auto parts store depending on how they operate.
Cold air intake is not a manufactured kit, you'll need to fab up a kit, depending on if it's turbocharged or not. Spectre produces various bends in varying sizes, the turbocharged models require a pretty large amount of parts, and non-turbo models require a few straights and a bend, as well as some clamps. Due to the nature of the capri's mass airflow sensor though you won't see much benefit from intake modification other then eliminating restrictive bends on the turbo model.
Most just get the maf adapter plate and a cone filter, or in my case, I have a strap to hold my sensor level and run a short cone filter which fits without having to remove anything. Most autoparts stores offer the maf plate, you'll need the smaller of the two and when I did mine I had to drill out the holes to attach it to the factory mounting point.
I am not sure what the approach is for these, but I know my workplace sells spray paint for lenses, but I believe it applies too dark to be street legal. One benefit though is that the lenses only have a few screws holding them in, so they're easy to remove, and capri suppliers like mid-county mustang offer the clear lenses for the front lenses.
The side trim strips are red and the fender guards are grey. 1994 capri's had body color painted panels, which may explain what you're talking about.