Yes, it can all be confusing. My experience:
1) Originally, mild shortness of breath, went to Urgent Care. EKG good, but abnormal chest x-ray.
2) Saw local Pulmonologist, ordered CT scan, PET scan confirmed something on lung. Pulmonary test result was mild/moderate loss. No mention of heart issue causing shortness of breath
3)Sent scans to Mayo and was called by Mayo Pulmonologist who said SOB was a heart problem
4) Same day go to ER - troponin elevated, angiogram shows 70% blockage but do not do stent, put on medication
5) Lung surgery at Mayo, cancer removed but have Multifocal other issues with lungs
6) Do Cardiac Stent
7) Do cardio rehab, continue exercising
RESULT: I still have SOB. I can do easily 30 minutes on treadmill but under exertion (carrying things, bending, anxious) I have SOB. My oxygen levels are good but drop with heavier exercise.