Ye so I was the same I went to the gym one day and felt like I couldn’t get a satisfying breath.

Ye so it’s anxiety plain and simple. There is a HUGE misunderstanding of the general public to how anxiety works. So I presume when you were told it’s anxiety you thought “ it can’t be I’m not worried or scared of anything at the moment”. Well that’s not how this symptom comes about.
Just think of anxiety as survival energy if you will. And through something or other the first day you felt it you had a bit too much of this energy, you say you were partying the night before in your case. So you felt it. And through no fault of your own you needed it to be checked by a doctor of course because it could’ve been physiological. So you went to ER and they said anxiety. But let’s look at that sequence of events. Your body whose job it is is to keep you alive felt some weird feeling, you consciously decided this could be DANGER, so your survival alarm heard this and said okay, this symptom is important, this symptom can threaten me, I can only feel safe once this symptom is gone. So when given these instructions what does your body do? It looks for it, at every chance it gets it will look and if it looks for it and you still have “survival energy” in you it will find it. And When it finds this feeling and you react with importance and you care a great deal, what happens is a cycle just like the first day you felt this. Where you’ve just told your alarm that the feeling is important and it has to go. So your body gets more adrenaline or nervous energy and wants to get rid of the feeling and to never feel it again which just ends up with your alarm searching for it and with all that energy will find it again. And the more importance you show the more important it will be.

Okay so that’s enough of explaining how it works and why it has happened so how do you fix it?

Well, by doing the opposite of what you’ve been doing the opposite of your instincts. You need to show no importance to this symptom at all. You need to become impartial to it, let it do it’s worst. Feel it and refocus on your life. You don’t fix this it fixes itself. You eating this or drinking that or exercising here or breathing like that only furthers the idea to your survival alarm that this is a danger to be neutralised and it just means you’ll keep feeling it over and over. “You’ll never get better until you stop trying to get better” live your life to the fullest, focus solely on life. Recovery from this is not a destination like I don’t care if it came today if that makes sense, it doesn’t mean you have to like it it just means when you feel it you live normally and then your alarm sees “huh this isn’t important, this doesn’t threat my existence” and then it will eventually never show you the feeling again. If you want online resources my favourite is the anxiety paradox on instagram. Shaan kassam on YouTube aswell. This is not a tool or an easy fix this may take months but the more and more you focus on life you will care less and less about the time you will stop feeling it at all. Remember being able to live your life distraction free is the goal, being symptom free should not be your goal that only shows importance. (Although you will eventually never feel this or anything similar again as long as you don’t care anymore)

This is my advice given you said you have been told by a doctor it’s anxiety. I’m not a medical professional you and your doctor are in charge of your health