Python is a better choice - but if using Cobra then you'll need to go with two dumbfire AX rockets rather than turreted, you can't afford the dps loss - I'd make one of the others a multi cannon with corrosive and overcharge for maximum dps - the last - up to you - railgun maybe ?
Almost certainly bi-weave shield - it will be going down - so fast regen - Everything about this fight is in being able to dictate range.
Need to be engineered for speed and agility - as your going to have to make your hits in reasonably close and ideally to the rear of the Thargoid your going to need to get in and out fast -(btw - go above 5km range and you are out of mass lock on them it seems). You should be able to keep it down to 80%, but getting below that will be very hard solo and your pull out game will have to be very good - personally I've switched to snatching escape pods away from them solo and only engaging if they aggro (then I fight them as long as I can before bugging out - haven't died yet

).
Solo against them is very good training for honing flight skills (especially FA off) - even if you don't kill one - survivng and rescuing pods is fun and good practice.
Oh, to add if rescuing pods - has to be collector limpets, no time to be mucking around scooping - bad enough opening cargo door mid fight to let the limpet back in.