**Core Concept**
In neonates presenting with frothiness in the mouth and dyspnea, the primary concern is the possibility of a congenital diaphragmatic hernia (CDH) or other respiratory anomalies. The key concept here is the need for a rapid and non-invasive assessment of the respiratory and gastrointestinal systems.

**Why the Correct Answer is Right**
The correct investigation to be done first is a chest X-ray. This is because a chest X-ray can quickly identify the presence of any lung abnormalities, such as hypoplasia or hyperinflation, which are common in CDH. Additionally, a chest X-ray can also reveal the presence of abdominal contents in the thoracic cavity, which is a hallmark of CDH. The presence of frothiness in the mouth and dyspnea suggests that the neonate may be experiencing respiratory distress, which can be caused by a variety of conditions, including CDH.

**Why Each Wrong Option is Incorrect**
* **Option A:** Blood gas analysis may provide information about the neonate's oxygenation status, but it does not provide a direct visualization of the thoracic cavity or abdominal contents.
* **Option B:** Ultrasound may be used to evaluate the neonate's cardiac function, but it is not the first-line investigation for respiratory distress in a neonate presenting with frothiness in the mouth and dyspnea.
* **Option C:** Abdominal X-ray may be useful in identifying gastrointestinal abnormalities, but it is not the best initial investigation for a neonate presenting with respiratory distress.

**Clinical Pearl / High-Yield Fact**
In cases of neonatal respiratory distress, it is essential to quickly identify the underlying cause and initiate appropriate treatment. A chest X-ray is a rapid and non-invasive investigation that can provide valuable information about the neonate's respiratory and gastrointestinal systems.

**Correct Answer:** C. Chest X-ray