Shortness of breath or anxiety: lorazepam helps.
I can have it every 4 hours. 0.5 mL

Hi Sharona:
When I feel anxious, I meditate.I learned Transcendental Meditation (TM) 45 years ago. I practice my TM twice a day, religiously. It has been a lifesaver.
Fred

I agree with Jean. Being confident in your control of your breathlessness , having a rescue technique is the way to deal with anxiety. Cognitive behavioural therapy is a great help. We are all "programmed" to panic when breathless, copd or not. So we have to learn to keep the adrenalin down and carry on with paced activity, and just breathe more. I personally like to breathe all the way out stop any panic breathing, it expels stale air and breaks the rhythm.
What doesn't feel normal is having to think about breathing all the time, but we can learn to, if we're willing to accept it as our new normal.
I'm not saying it's easy, simply that it's easier than panicking.
Rest easy, breathe easy ☺ 🍀

When I try to walk any distance my anxiety level goes way up

Yes it comes with this chronic disease ,workout Doctore gave me anxiety medication when I can’t shake it I take one. It’s normal to have depression and anxiety especially if you were a very active person.