About the Wheeze...
I'm not an expert, but I'll take a crack at this question. Please correct me if I'm wrong anyone, as I'm not 100% positive on this one. Was he wheezing before you started soaking him? Is he still wheezing? If it's a constant wheezing that you hear(i.e he's still wheezing even after he has completely dried off from his soak), chances are it's a respitory infection and I would take it to your vet. Although, if he wasn't wheezing before you put him in and has since stopped wheezing after he has dried off, I think he probably just got some water down in his nose, hence making the wheezing sound, when he was breathing. The reason I say this is that I've had this happen to me before when soaking a snake and it just went away after it dried off. If your still worried, check the temps in the enclosure with a reliable thermometer(i.e. a digital one or a temp gun), expecially your night temps. I wouldn't let it drop below 75F on the cool side at night. I could be wrong and I guess the only way to be sure(if you are still concerned) is to take him to see the vet. He/she will let you know what you need to do, if it is an RI.
About shedding...
In my experience, when a snake is shedding, a humid hide on the hot side of the tank makes for a nice one-piece shed. I make them at home, taking a rubbermaid of proper size for the snake and cutting a hole in the side, so the snake can get in and out. File the edges around the hole you cut, so there are no sharp edges to cut your snake. I take lightly damp paper towels and lay them on the rubbermaid top(which is upside down btw). Then lay the snake on top of the paper towels and close it, carefully so that you don't catch his tail or anything. Place it on the hot side of the tank. He'll find his way out and then know that the humid hide is there. He will go back in, if he's in shed and hang out there(it amazes me how they know, it's just mother nature). With the clear side up, you'll be able to monitor the snake and the hide. You'll wanna see condensation on it constantly and if it dries out, moisten it a bit again. Since the snake shouldn't be in the humid hide for more than about 48 hours, I would suggest putting it in as soon as he clears up after going cloudy(blue eyes real cloudy skin), because that means he will be shedding within the next 48 hours approximately. I also soak the snake(like you do) a few times(about 2-3 times during the cycle, never more than once a day) before putting the humid hide in and I also mist 3-4 times a day during the shedding cycle(normally I mist once a day). As long as your temps are fine (night and day), you shouldn't have a problem. ALL of my snakes have complete one-piece sheds(eyecaps and all) doing all these things. Hope all this helps and sorry for the long post, but I like to help. Good Luck.
-Cathy