Is the gagging worse than when you took her to the ER?  It's impossible to say whether or not you should go back tonight since we can't see her.  Has she had a new puppy physical with a regular vet?
 
Sneezing, coughing, and gagging like sounds might be kennel cough.  Is she doing any of these things?:  
http://www.yorkietalk.com/forums/die...d-trachea.html 
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