Some notes from my own experience: Anxiety meds themselves can cause shortness of breath. Withdrawal from anxiety meds can cause further anxiety. Benadryl to treat post nasal drip can cause difficulty breathing. If you're laying down a lot, especially after eating, that can cause heart burn which if you're not used to it you would think your lungs are burning.
If you can - get tested. It will improve your confidence and help you get out of the funk.