I've felt shortness of breath for years - like I could never take a deep, cleansing breath. Now that I've gone on meds (first Buspirone, now Lovox), I have days when my breathing is normal. I'm a very high anxiety person and feel this mostly when I'm stressed. The more I thought about it, the less I could breathe. My Dr. did a pulmonology test on me, I've had stress tests, echocardiograms of my heart, etc. and all is fine. I did notice that my breathing was fine when I was getting a massage or relaxing (which doesn't happen very often). Still, my Dr. said that he doubted any serious was wrong since it would come and go. As I've tried a couple of different meds and gotten the anxiety somewhat under control, the breathing issue is gone more than not so I'm happy. I'll be happier when I can control the anxiety naturally instead of relying on pills but I'll get around to that.
Hang in there. It's frustrating but I'm pretty sure there's nothing seriously wrong.