Hi fields123,
Sorry to hear of these difficulties. Difficulty breathing is at times exhausting and scary. But! There is lots of help.
I agree with healthsnobw3, you definitely need a specialist in respirology. This your first step in getting a diagnosis and treatment.
The exercise you have been told to do, is a good one, and a basic exercise that all of us do as a routine in breathing technique. But getting a diagnosis is the first step in getting yourself the correct treatment and explanation if what is happening to you.
A specialist, respirologist, pulmonoligist will do several tests to rule out various possibilities. Tests like blood work, sputum samples, x-rays, and CT scans, and others.
These tests will narrow down the possibilities of what is happening, so they can decide what treatment to use.
All of this can seem overwhelming at first, but your first step is to get a specialist. Then together you will work things out.
We have all been there at the beginning! And there is every reason for Hope! Soon you will have some answers and direction on how to proceed.
All the best to you as you start your adventure.
Let us know how you get on.