My yorkie has been doing these dry cough sounds and it sounds like he is trying to cough something up. It turned out to be kennel cough that he got from other dogs and it then developed into pneumonia. When I pushed on his trachea region (lightly) he would start the coughing which is a tell tale sign that his trachea is infected. So he may be illin...there are videos on youtube of dogs with kennel cough so you can see if it sounds like that
