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@Shanghaied
The Campag brakes I've come across don't use ferrules, hence why you didn't get any ferrules for the brake cable.
The "funny" narrow ferrule is for older style of cable hangers that are simply a little metal ring - the thin section goes through the ring. Otherwise the inside of those "lugs" can be covered with paint (was the frame painted recently?) or oxidation. Try scrape it off with a small screwdriver.