There are many that post here that have the breathing problems that you talk about, so they can probably be of more help than me.
However, as far as my experience with anxiety and the recovery process, I believe it's a multi-step process that involves a lifestyle change. From your post, you only go to a psychologist. Do you go to a psychiatrist or does your psychologist provide meds?
IMO, anxiety can only be dealt with full-force. That requires meds, therapy, dietary change, exercise, relaxation techniques, education about your disorder, and time.
In your post, you talk about your lack of exercise and therapy. I can only suggest that if you wish to correct this problem, attack it head on, doing whatever it takes to fix it. If at that point you see no results, then so be it. But IMO, I think if you had the mindset of 'I'm gonna fix this' and did everything in your power and knowledge to beat it, you could. That's JMO.
Good luck and let us know how you're doing.