Weird symptoms accompanying vomiting. Dry retching, gagging, etc?

They go together. . Gagging, retching and vomiting are friends that like to accompany each other. One invites the other and soon you have all three. Hopefully they will go away. If the vomiting persists you may need to visit a doctor.
Not exactly weird. These things arent' atypical when associated with vomiting. A lot of it depends on the contents of the stomach, whether or not something actually comes up when you vomit. You can also get excessive salivating, cold sweats, feeling faint or dizzy. These are all commonly seen with vomiting. The bigger question would be what is causing the vomiting.