Many cars in the Classic era used driving lights which turned with the car, such as Packard, Rolls-Royce, Duesenberg, Cadillac...The lights were mounted on a rod that was connected to the steering arms. The earliest ones I've seen were around 1928 or so.
As for the coupe vs. sedan thing, the lines have been so blurred for so long, it's irrelevent, plus modern automotive marketing folks have little knowledge of history. There have been plenty of cars to consider themselves 4 door coupes, or 2 door sedans--for that matter, not to mention sedanettes and the like. The VW Phaeton isn't a 4 seat convertible, and I can think of many spyders(or spiders) that don't fit the definition of a roadster not based on a sedan platform.
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Similar to Lexus' claims that they developed the headlights that turn with the front wheels that was Citroen's innovation!
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The Tucker Torpedo had this also. The center mounted headlight rotated with the front wheels, but I don't know if this predated the Citroen or not (1948). Also, the Buick's of the early 30's had what were called "pilot ray" headlights, and these were directional with the wheels also.
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