Let be a Cournot map of the unit square, and . Linero Bas and Muñoz Guillermo proved that an -limit set of with nonempty interior is connected if and only if \textup{(C1)} its two projections are connected and \textup{(C2)} , and conjectured that this holds for every -limit set. We prove the conjecture for every point such that or is finite, and for Lebesgue almost every point of the square whenever is metrically regular (every metric attractor is a periodic orbit, a solenoid, or a cycle of intervals carrying a well-behaved absolutely continuous invariant measure). Over a periodic orbit the -limit set is a \emph{comb}, whose sections are rigid; when one projection is connected it is a point, a \emph{lattice} with , and , or an \emph{alternating comb} of disjoint segments. Conversely, every lattice and every alternating comb is an -limit set of a Cournot map with piecewise linear reaction functions; the construction rests on a lemma producing exact compositions of piecewise linear maps with prescribed values. This answers, for this class, the question of Balibrea, Linero and Cánovas of which nowhere dense sets are -limit sets of Cournot maps. For instance, the letter H is not an -limit set at any such point, and for metrically regular the points whose -limit set is connected, infinite, nowhere dense and not a lattice form a Lebesgue null set.

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