The McLaren has no pop-ups whatsoever. Those "cut-out" areas are part of the headlight cassette. If you want to learn abotu the McLaren, pick up a copy of "Driving Ambition" - the official book by Doug Nye, Ron Dennis (Team Principle of McLaren-Mercedes Formula One team and part owner of McLaren) and Gordon Murray (chief designer of the F1 road car, long history in Formula One). Absolutely fascinating to read about the design methodology.
Yes, ont he F40 they are pop-up lights. The lower lights visible are the fog / parking lights and turn signals.
When I first started looking for an F40, I tried to find the LM style hood (no pop-ups, recessed headlights integrated with different radiator mounting, brake cooling, etc. - much cooler (har har, literally)) - problem was a) finding a spare F40 hood requires prying one from the hands of a dead collector and b) for a lot of money.
In the end, you'd have to fabricate your own, but I figure I should find the right car first and then do it!
--Dan