I have RA & on enbrel (etanercept). Have chronic cough & 2 small lung nodules. Concerns?

See your doctor. The nodules could be anything from scar tissue due to prior infections, rheumatoid nodules. To cancer. You should ask your doctor about these. The cough could be due to rheumatoid lung, copd, infection or a simple allergy or sinus problem. You will need to explore this with your own doctor to get a diagnosis.
Lung nodules. Lung nodules are common. Especially in the midwest. Old imaging studies should be used to compare. If chronic -- ie they were there 10 years ago -- very likely benign. Also depends on size and other imaging characteristics. There are radiology guidelines for following lung nodules.