No, I have not had this, but my uncle has. His was from Rheumatoid Arthritis, not Lupus. He was told he had "arthritis of the lungs". Steroids were his best friend! During really bad times, IV steroids gave him a very good quality of life.
Do you have a plan for treatment? I would attempt to discuss your questions and concerns with your doc and if you are not satisfied, find a new one. You should have your primary, rheumatology, and pulmonary specialist
involved. Please feel better and let us know what happens.