No your baby should be just fine, the Amniotic sac protects your baby from all sorts of sickness and for the coughing your baby doesn't feel a thing the sac acts as a shock absorber so to say so your baby should be fine and i know Tylenol is ok to take but just in case ask your doc or midwife about cold medicines to take
It should not affect the baby and yes there are certain things you can take look online at medicines safe to take during pregnancy or call your obgyn and ask what you could take to help the coughing hope this helps