Hi Steve!
              This sounds like something that many people go through. When I bought my yorkie she was fine the first two weeks. Then she developed a cough and got sad so i took her in for an emegency check-up and they took x-ray and basically put my dog on Clavamox. After i took her to the regular vet and he gave her Clavamox every 12 hours and Amynophyline. She is much better now she very cheery but still cough in the mornings and after naps. I am going to the vets again for a follow up to see whats next since this has been going on for about 2 months now. Hope this helps. OH! Switch you dog from a collar to a harness when taking it out for walks this prevents further distress. 
