Yorkies do have fragile necks and their leashes should always be connected to a harness, not a collar.
I'm really doubting that putting her in a collar one time would cause all of this though...
Yorkies do get collapsing trachea. The vet can do an xray if you are concerned.
Is there a way you could post a video for us to see because explaining the nose doesn't seem to help...?
It could be reverse sneezing and that would happen when she is excited/playing. If that is what it is, you can put your finger over her nose for a couple seconds and it would stop.
Are you sure she isn't coughing?
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