Hi and thanks for the query,
This condition requires a more careful evaluation. Low hemoglobin , cough and pleural effusion
demand first a chest X ray, a complete blood count
and markers of inflammation. A chronic cough
from a milieu as such deserves screening for active pulmonary tuberculosis
. It shall be rare for a simple allergic condition to cause low hemoglobin levels. These conditions might however be associated. Another diagnostic possibility is pulmonary Aspergillosis
. Screening for common viral infections like HIV could be worth doing.
I suggest you take an appointment with a pulmonologist for a more proper and comprehensive care.
Thanks and best regards,