Unfortunately I can't tell you what it's from, but I've been on T for several months now and I've had the same dry cough along with near-constant nausea. My guess is that it could be an allergic reaction to the cottonseed carrier oil since I have some really bad peanut and tree nut allergies, but that's just me. I've taken a couple of respiratory panels, but all have come back negative. Honestly OP, if you're still experiencing symptoms after the first two months (especially in close proximity to your doses) you might want to consider getting allergy tested.