Dion, No they do not.
Checked on a 7 pin female to 5 pin male, but no luck. Sierra Electronics said HD uses some electrical output that is different for Yamaha. So just a cable will not work.
J&M makes a headset that will work for HD, Yamaha, Honda, Kawasaki. You just add the 7 pin or 5 pin cords for helmet to bike. But not being cheap, well yes I am, it is $200 per headset with both cords.
That is a great solution, but this close to trip cannot afford that much right now.
Later-