As the others have said, the answer is yes, Saleen did produce a few notchback coupe Saleens.
According to Saleen lore, the first one was produced in 1987 for Austin Craig who worked for the advertising firm that handled FoMoCo's corporate account. It was intended to be a one-off model, but others were produced throughout the late 80's.
About six months after I purchased my 1989 Saleen Mustang, my next door neighbor showed up one day with a notchback Saleen that was eerily similar to my own. The only difference was mine had the 5-spoke ARE wheels while his had the mesh ARE's, but everything else was identical; e.g. white with silver graphics, gray interior, white wheels & the rocker stripe delete. My s/n was 0408 while his was 0612.
Oddly enough about 6 years later his vehicle appeared for sale in Hemmings Motor News. I don't know if he ever sold it because he was no longer my next door neighbor.