My 4 month old has been coughing. He also has reflux, should I call our pediatrician?

Yes you should call. Persistent coughing is not normal, especially if it is interfering with his feeding or sleep etc...Having reflux increases the risk of aspirating food/acid fluid into the airway/lungs causing cough etc. If it is mild and intermittent, he like will be fine. If severe, get him to see the doc for eval. Good luck.
Yes. There is too strong of an association with wheezing when child has reflux in infancy. He may need immediate medical attention.