I have had exactly the same problems for a few years now - I am 26. This last year has been particularly bad as my shortness of breath sometimes wakes me up from sleep. I have had all sorts of tests done. ECG, echo, thyroid tests, xrays, complete blood count, mri, lung function, event monitors...
I have had heart palpitations picked up by two diagnosticians who then sent me to cardiologists, but the cardiologists never picked them up. They also told me that I was young and that the heart palpitations are nothing to worry about. Academically-speaking I've always found this a bit odd - how can you comment on something you've never picked up. However as these guys have studied and operated on hearts, and I never will, I guess I have to take their word for it...
The shortness of breath occurs
1. randomly during the day. (often when sitting eg. in a car journey)
2. sometimes after lifting particularly heavy weights - if I continue doing more sets it gets worse until its intolerable and I feel a rush in my chest.
3. For a couple of hours after a strenuous game of football.
The feeling is one of breathing at a normal pace and yet feeling out of breath. If it gets particularly bad I get a rush/tightening (???) in my chest - its an odd feeling to describe.
I am NOT an anxious person and I really do not believe this to be anxiety-related. A few doctors have suggested this due to the lack of any diagnoses and due to my young age. I've had it for quite a few years now and though it has most definitely been worse this last year I have learnt to ride it out.
The fact that it has got worse though has now made me decide to get some kind of diagnosis no matter what. I do not relish the idea of doing nothing and it being worse still a couple of years down the line.
I've noticed that people who post about the problems never seem to come up with an eventual diagnosis. I guess either their problem ends up subsiding, they never find an answer or they are diagnosed and don't bother posting what happened on a help forum because of course they don't need help anymore.
So, if anyone has any ideas PLEASE post them!!!