sounds like reverse sneeze see video below does it sound like that? My maltese wakes up at night sometimes and does this. Now if it is coughing in the middle of the night that is different as that is heart related but I bet it is just reverse sneeze. I would not give water during episode. I just hold her and try to calm her down as she gets more stressed when i cover her nose and open mouth which works perfect for my two yorks that do it occasionally.
http://www.yorkietalk.com/forums/yor...d-trachea.html