Ideally you do want to gradually switch out the Innova... But like Maximus Annie would just pick out the new stuff and leave the old.. She did fine. No upset tummies

So just play it by ear... Seems you've already given them some Innova and seem to be doing fine. So again just play it by ear... You're there. You know best
As far as Kennel Cough goes... Annie got it when we first got her. The vet put her on antibiotics. It lasted for WEEKS! It wasn't constant coughing. But when she did it just sounded like this very harsh sound like she was gagging. Sounds kinda like what you describing with TJ... Which if it is Kennel Cough means that Roxy won't be too far behind. They'll be fine, but they will need some meds. But it does take time to get over. It doesn't happen overnite
Annie was the same way when we first put a harness/leash on her. Would just lie down and wouldn't move... So just practice with them (maybe in the house when you're not doing anything) They'll eventually get it... Use treats, etc...