Shortness of breath is very serious and implies that you
probably have a heart problem and fibrotic lungs due to
congenital arterial insufficiency (abnormal arterial development
that is not sufficient for body sustenance).
Trying to re-educate you breathing pattern is out of question
because breathing, like hunger, thirst and sexual functioning is
not a cognitive problem but actually a visceral feature of your body.
I have heard accounts in which people are being committed to
psychiatric hospitals just to hide their suffering. I think that
prognosis for this disease is very bad, especially that the doctors
do not care the way you die. They would rather sit there and do
nothing even if you decompose in a (psychiatric) hospital bed.
I just hope that is not your case. Good luck!