What is a King Cobra Roll? (sushi)?!

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Just ask where he usually get it at and look in the menu or call and ask the restaurant.
You can name your sushi roll anything, it is what inside the roll that make the different.

There is no standard King Cobra Roll. It depends on the specific restaurant you're at.

At my local place, a king cobra roll is a California roll that also includes tempura shrimp, and then the whole thing is battered, fried, and served drizzled with chef's special sauce and teriyaki sauce. (we don't know what the chef's special sauce is...we *think* it's mayo and srachi chili sauce that's been heated.)

Most rolls are personal to the sushi chef or restaurant and not a commonly known thing like chicken fried steak.
You might want to find out what place he enjoys them at and find out what they put in them.