I know how you feel. I've been diagnosed with gad and I feel like i'm dying all the time. I'm hypersensitive to every sensation in my body, so when I feel something different, I immediately think of something horrible. Like... Lately i've been feeling a kind of numbness in the back of my head, sort of like the blood that's going into my head is cold, so now i'm paranoid that not enough blood is going to my brain. Lol.
And when I have an anxiety attack, the "i'm dying!" feeling is intensified.
Fear of dying, even constantly fearing it, is a common symptom of anxiety.