Hi Essie. I wouldn't say you are reading the puppy's actions unnecessarily. What it could be is that you have some fluid on your lung that shouldn't be there - and your puppy is picking up on it.
I would suggest getting your Doctor to send you for a chest and lung xray and see if there is anything there. If there IS then your puppy is aware of it and is making you aware of it too. If the xrays are clear, then the puppy has figured out that if I jump up after she coughs - she will make a fuss of me.
It would be nice to know, for your own peace of mind, if he is looking for attention or if, in fact, he is alerting.