First of all how do you get those clips off of the headlights? I broke one of them trying to get it off so now the retaining ring is stuck. The others I cannot budge.

Second, I bought a used set of 2003 lights from craigslist. The seller had done the 05+ swap and sold these lights. I noticed at the time of transaction that the lights did not have the adjustment screws on them, but I didn't make a big deal since I figured I could re-use the ones I had. Apparently not. It is dark outside now, but I will get a better look tomorrow in the daylight, but the 99-01 lights seem to mount differently. I have two adjustment screws, but on the outer corner of my lights now, there is a fixed plastic tab that is held in place with the clip, and does not have an adjustment screw there, whereas it appears that the newer lights do. I can't buy the adjustment screws separately from Ford, so if I end up needing the adjustment screw, I will hope someone here has one laying around.

 

Photos:

 

Ok, since I have personally done the job twice, on 2 trucks , here is what I did.
#1. its way easier to remove the entire headlight and grill mounting panel with the headlights intact and swap the headlights on the bench, because the access is almost impossible otherwise.
#2. I was also missing a couple small pieces of hardware like you, and I salvaged them from the old lights prying the piece off and snapping it into the 02-04 style light, even though the length is off a little, its adjustable and will work fine.
#3. I was missing those mounting clips, and with a trip to home depot , I used small snap rings stacked up until each mount was tight.

 

As far as snapping in the adjusters from the 99-01 lights, I can do that with two of the three but that top one as circled in the photos is a different shape and will not swap into the 02-04 light. That mount is non-adjustable on the early light and seemingly adjustable on the newer light. I don't have the adjustment screw for that location on the new lights. I really don't want to take the whole front end off, as that might be even harder with the grill guard in place, so I will have to figure out how to get those clips off. I don't mind breaking them and getting some new clips from Ford if need be.

 

After looking at it, I might be able to remove the one adjustment screw that is on the newer light, move it to the position that is different and reuse the other two mounts from my current lights. Sound like that will work?