Its kind of obvious Why they whisper to each other , they`re in a arena full of screaming girls , so its the ONLY way they can hear each other... Its not just Harry and Louis , ALL the boys whisper in each others ears bc its how they have to communicate on stage . :)
So...at the beginning when Harry goes to say something to Louis...he backs away, puts his hand up to his mouth, coughs, then seconds later goes back to Louis and says something to him. Probably what he was going to say in the first place. So..
..That was the most obvious "fake coughing" then, seriously look closer and see how he wanted to talk to him. Then he couldn't, but didn't care what management said and whispered to him anyway