I'm not sure what specific 'cock to cock stories' you mean. It could be some made - up or very specific local tales. Without more context, it's hard to say.
Well, in nature, male peacocks have these magnificent tails which are part of their 'cock' story. They use their long, colorful tails to attract female peacocks. The more elaborate and beautiful the tail, the more likely they are to find a mate.
Yes. The Colosseum in Rome is a very large and imposing structure. It was used for gladiatorial contests and public spectacles in ancient times. Its size and grandeur are a story of the engineering and architectural prowess of the Romans. It's like a 'big' story in the history of architecture.
I'm not entirely sure what specific'split cock stories' are. It could potentially be some very specific or local folktales, or it might be a term used in a particular creative or fictional context that I'm not familiar with.