Sounds like you are taking too big of rips. After all, it IS a bong, a risk of coughing is obviously increased.

You said the smoke goes yellowish? That only happens to me when I use a gravity bong, and the smoke is so thick, I could chew it.

Try taking smaller hits or using more water in the bong. The more water, the less space in the bong.

Bongs are hard hitters, especially if it is a ft in height. That's a lot of smoke to enter the lungs all at once within seconds.

Plus, don't let the smoke sit there for very long. As someone said, it gets stale quickly. So fill up the bong with smoke, then release the shotgun hole or slip the slider up. Don't let the bong fill and fill and fill. Just fill it up quickly, and suck it back.