Sneezing or coughing can be as simple as an awkward moment with a piece of hay or grain.
Or, well.... you have already been primed for the other stuff. Avian vets have a special tool to look into the throat, it looks like a big paper clip with a handle on it. It's uses to hold the beak open to get a good look inside for any indicators of illness.
If she's a calm bird, you can usually get them to open up without it, but it's not too easy to see a problem unless you know what you are looking for.
See how she acts over the next few days. She may have just been grabbed by the neck to stuff her into a box, you just never know.