I have coughed, cleared and thumped for a lot of years, and maybe I'm just lucky, but that has never caused any pins and needles. I would say you more likely have some kind of nerve entrapment/impingement in your neck or spine that occurs when you are upright, but not while asleep. It would be worth a consult with your doc, and maybe evaluation by a physical therapist.
Do you notice any particular activity or position causes it or makes it worse?
Sue