There was an all terrain Goblin offered for a time, but it was discontinued. Completed builds come up for sale every now and then. It's got a few tweaks for extra ground clearance.
There's not really any provision for AWD with the Cobalt drivetrain in the back of a Goblin. By relocating a front-engined transaxle to the rear, even if you came up with a transmission with a longitudinal output shaft, like from a Saturn Vue, it'd be facing in the wrong direction. Your best bet would be with an electric front axle drive, but I doubt there's going to be anyone around here that can help you with that.