Question #1 answer: Would the seller take them back? It isn't usually a good idea to buy sick birds, but if you're willing to treat them, they can become almost normal, perfectly healthy chickens. I would be hesitant to buy from the seller again, though.
Answer to question #2: Unless the seller had given them a dewormer or any antibiotics, the eggs are fine to eat.
Question #3: The coughs are probably due to a respiratory disease. Any sneezing, discharge, or rattling/gurgling? These would be other symptoms of a respiratory disease. I'd start giving them some electrolytes and probiotics, and see if these supplements help them get over it. If you don't see any improvement, get some antibiotics. You can get a water soluable antibiotic like Duramycin or Tetroxy HCA-280, but one of the best antibiotics for respiratoy diseases is Tylan50, which is usually given as an injection. Give birds one injection daily into the breast muscle for five days, using a small (20-22 gauge) needle. The dosage for large fowl is 1cc, and for bantams it is .5ccs. Here is a link to giving chickens injections, in case you've never done it before:
http://shilala.homestead.com/injection.html
Check your birds for lice and mites. Look around their vent, under their wings, beneath their hackle feathers, and under their tail feathers. If they have mites, you'll see small black or reddish specks moving around. Treat with Sevin dust, a spray like Poultry Protector, or another product like Adams Flea and Tick Shampoo/Spray or Frontline for dogs and cats (just be aware that you can't eat their eggs if using the Adams shampoo/spray, or the Frontline).
I advise worming your chickens, too. There's a very good chance that they have worms. Get some Valbazen or Safeguard dewormer, as they are good broad spectrum dewormers.
Hope this helps!
