I would just stay calm for the moment and 1st - test the efficacy of your wormer and if still worm eggs present, get them identified. Which wormer did you use and at what dose? Can you weigh your goats and dose accurately?
If you look through the possible diagnoses for coughs in goats in John Matthews' book TB is the last of quite a few causes..., so no panic!
2nd - I would get a second opinion, also the GVS has issued guidelines for small herds - do you tick on any of these ?
http://www.goatvetsoc.co.uk/wp-content/uploads/2013/05/TB-IN-GOATS-SMALL-HERD.pdfThe suggestion for a TB test from a vet may also just be to cover their backs, so I wouldn't rush into it. Do you move animals (cattle or other goats) on/off your premises a lot? Any infected cattle herd nearby?
Goats that had chest infections when young quite often continue to cough as adults... I have one that coughs a lot, but we think it is actually food related, as in that she gets stuff going the wrong way...
Draxxin is a pretty tough AB, so I would have thought it clears any infection. I don't think we know very much about food allergies in goats.... Do you feed a mix, and is it quite fine? Maybe damping it down a bit with molassy water may help?
Sorry no clear advice, in general milk withdrawal is taken at 7 days if none given/indicated on the packaging.