The recommended way of applying the MPL license to your source code is to include Exhibit A in the headers of your source files. However, because it is not always a good solution (some languages do not allow comments for instance), the MPL license contains the following advice:
If it is not possible or desirable to put the notice in a particular file, then You may include the notice in a location (such as a LICENSE file in a relevant directory) where a recipient would be likely to look for such a notice.
So if your prefer, you do not need to add a header to every source file. You could instead add a LICENSE file in your src/ directory if all source code is located there. You would start the LICENSE file with Exhibit A, possibly a statement of your copyright ownership, then the text of the license itself. You could also put the exhibit in your README instead.
You are right that Exhibit A is part of the text of the license itself:
1.4. “Covered Software”
means Source Code Form to which the initial Contributor has attached the notice in Exhibit A, the Executable Form of such Source Code Form, and Modifications of such Source Code Form, in each case including portions thereof.
What do you risk by not putting the exhibit in every source file or using a different license notice?
Legally you are not at risk, even if you license your software improperly, because your are the owner but:
Many uninformed developers tend to confound unlicensed source code (published on Github for instance) with public domain source code. These developers will typically reuse your code without respecting the terms of the license unless you make it very explicit.
Corporate developers will typically shy away from reusing code if their lawyers do not think that the applicable license is clear enough. If that happens, they are most likely to contact you, asking that you change the wording a little so that they can reuse your code. If they ask you to add a header in a particular file, it will be up to you to do so or not.
Creative Commons license
You will remark that notices that a work is published under CC-BY-SA can vary greatly from one source to another but they will generally include a canonical link for the license: https://creativecommons.org/licenses/by-sa/4.0/.
The text of the license does not restrict you in any way on how to apply the license to your work:
Licensed Material means the artistic or literary work, database, or other material to which the Licensor applied this Public License.
You should just use a clear statement and include it somewhere where people are likely to look for it (a README, LICENSE or About page). Example of such statement:
The non source code content of this application is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Example of such a double notice
Here is an example of a project distinguishing between source code and non source code (granted they use MIT, not MPL 2.0): https://github.com/github/choosealicense.com/blob/gh-pages/README.md#license
The content of this project itself is licensed under the Creative Commons Attribution 3.0 license, and the underlying source code used to format and display that content is licensed under the MIT license.