Do you smoke?
Any heart problems that you know of?
On any medications?
Sexual intercourse is a lot like exercising and can be taxing on the heart and lungs if not in shape or if suffering from allergies or illness. I am concerned that you are feeling that your lungs are filling with fluid, causing the cough. I do suggest having a physical check up if you have not had one in awhile, and/or you feel you may have something more wrong with your health. For asthmatics, their lungs can react to stress/exercise by swelling and causing a constriction in the bronchial tree. This leads to shortness of breathe and wheezing. For those with congestive heart failure, the heart fails to pump blood efficiently with added stress, causing a backup of fluid in the lungs. This can also happen with a heart valve problem. If your symptoms do not occur anytime other than sex, I would be more suspicious of an asthmatic type reaction. If exercise also brings on these symptoms, it could be one or the other that is causing it. The best thing to do would be to see your doctor, as this could be a sign of a serious problem. I hope this helps.