Your thrush could be causing your cough (when I had it bad, candida was growing inside my throat). Antifungals and parasite cleanses can kill them off, but you'll have to take probiotics (the best are the bifidos) to repopulate your gut flora and prevent the candida from going back. Saccharomyces boulardii is an often suggested probiotic, but if your immune system is low, it could easily overgrow. Magnesium is good for constipation but if it's candidiasis causing it, then using antifungals to kill them off will make your constipation go away. You'll also have to see if your immune system is being suppressed by something (smoking?) Did you check your Vitamin D levels? A lot of us candida sufferers have low or nonexistent levels of the hormone, which makes us more susceptible to chronic infections.