To answer a few questions-
There is a spectrum of disease due to COVID-19. Most people do not have lung involvement or damage- the few who end up hospitalized or passing away often do. There is a significant number of patients who are even asymptomatic or minimally symptomatic and they will not have lung involvement. In my case, I have chills, fatigue, headache, etc but no cough or other respiratory symptoms.

In terms of treatment, there is really no set treatment and that is part of the problem; again, this only applies to those who have normal testing for the usual causes of shortness of breath. As I mentioned, if you read posters, you will read a wide variety of things tried with varying degrees of success. If someone has underlying reflux, including laryngopharyngeal reflux, treating that is reasonable. There is debate about the varying breathing exercises that are mentioned; it does make some sense to me to try to avoid overbreathing to break the cycle you can get into- in other words, when you are driven to sigh/take that deep breath, try not to do it because you really don't "need" to do it from a physiologic perspective.
A trial of an antidepressant is reasonable. SSRI/SNRIs are the most commonly used medications; there is a paper regarding the benefit of amitriptyline in hyperventilation; amitriptyline is an older antidepressant which has positive effects in a number of conditions.
I think psychotherapy may be helpful for some.
At the end of the day, accepting the problem and then trying not to focus on it is probably as important as anything and over the time the hope is that it will fade.
In terms of some of the medical causes that have been mentioned- I'm not aware of any medical condition in which an isolated high bilirubin would play a role; that being said, if a lab abnormality is found, it should be explained.
Many mention allergy testing- airborne allergy does not cause this condition. If testing is performed and you are found to be allergic, treatment would address the typical allergic rhinitis symptoms (nasal/eye) but would be very unlikely to matter from a perspective of this breathing condition (outside of a possible placebo benefit).