If a product comes out in versions with and without a hecksher, one should be wary of buying the ones without a hecksher. The cost of assuring a production is kosher is fixed, so if the whole output is kosher, why don’t they say so. If only some are kosher, we should assume they did a special “kosher run” and changed something (e.g. using a kosher red dye rather than carmine made from crushed insects).
If cough drops are a food, their halachic status is different than if they are a medicine. For example, one rabbinate says the “Hall’s” is kosher only for sick people – suggesting it meets the standard for a medicine, but not for a food. At least in the northeastern United States, there are plenty of similar products available with a reputable hecksher – so why buy something without a hecksher and risk eating mamash bugs?