]Or was it all just a setup for Mr. Bennet's "you may cough as much as you choose"?

I think it was a set-up to show how irritable MRs. Bennet's temper was!

]When Darcy says to Bingley "You are dancing with the only handsome girl in the room", isn't he slighting Bingley's sisters, who are still in the room ("your sisters are engaged ...")?

Ha! Good catch. But he may not have meant that, since Binlgey would not be dancing with his own sisters, anyway, and they were talking of the Merytonites.

]So why don't the locals think as poorly of them as they do of Darcy?

They probably danced with any gentlemen who asked them to!

]-- "Elizabeth joined them again only to say that her sister was worse, and that she could not leave her." But she did leave Jane -- to inform the others! Why didn't she just give a servant the message?

I know...I found it strange too. Maybe she wanted Bingley to call for the physician again.

]-- "... a whole day's tête-à-tête between two women can never end without a quarrel." Does this say something about the Bingley sisters' relationship? I can't imagine such a statement applying to Lizzy and Jane.