I know how you feel, I can't breathe through my nose easily either. I have found only one breathable gag on this site and it is made of rubber. I am not sure if rubber is a vegan friendly material but its an alternative.
Forgive my stupidity, but is plastic considered vegan? If so, they do make breathable gags in plastic. I don't know if I've seen any on EF, but they are out there.