@fractuerdd, @davek, @tkgroves,@gabrielm- Good morning. There is a huge tie-in between anxiety and shortness of breath. Sometimes it's very difficult to tell if anxiety came first or the shortness of breath, just like the chicken or the egg. I agree with @jenniferhunter that there can be underlying physical causes that can cause shortness of breath but it's not always the case. It's very common to feel shortness of breath when you are anxious. There are physical changes that take place that kick start this process: https://www.healthline.com/health/anxiety/effects-on-body#1
A couple of times I felt as if I couldn't breathe I started to feel claustrophobic when people weren't disembarking fast enough after a plane landed. It felt awful! It was scary. The first time that it happened I had no idea what was going on, which of course made me feel more anxious. I thought that one of my lungs had collapsed from lung surgery. After the second time I knew that I had to concentrate on breathing slower and it worked. I'm sure that there are hundreds examples that people can relate. Maybe this will help:
https://www.healthline.com/health/shortness-of-breath-anxiety#treatment
Please let me know if any of these suggestions work.