I have a 5 year old west highland white terrier and he has recently started this gagging cough. It is starting to happen more frequently but happens very randomly. Sometimes he is sleeping and he wakes up coughing and sometimes it happens on our walks. He is also starting to spit up stuff while gagging/coughing. It is usually clear but sometimes has a yellow tint to it.

Coughing can be an indicator of a few problems.
Throat/esophagus issues
Kennel cough
Heart murmurs

Unfortunately we can't diagnose him on this site, just give you an idea what to expect at the vets.

Some of the problems with coughing can be dangerous, others not so much.

Thank you for you response. I took him to the vet and found out that he has tape worms. However since he had a cough they wanted to run some blood work on him just to check everything out. When the results can back they found that his liver enzymes were elevated. So she took a urine sample and I am waiting for the results of that.

The vet that I saw thinks that he has cushings and wants to do a sonogram of his liver. Will a sonogram be able to tell her anything or is this a waste of money?

It seems they are trying to do a lot at once. I would do the ACTH stim test to see if it actually is cushings, first.

What exactly is an ACTH stim test?