Is it normal, when you try to expel all the air from your lungs, to hear a wheezing/bubbling sound in your throat (only when almost all the air is gone and your throat and chest are tight)?

If you very forcibly expel air from your lungs you may induce a brief spasm of the vocal cords which causes a wheeze. I wouldn't consider this unusual. However frequent wheezing on inspiration or expiration combined with frequent coughing i& shortness of breath is consistent with bronchospasm of an asthmatic type & warrants treatment.Listening with a stethoscope can tell where the wheeze is.