Hey mrsghost,
It could be that the shortness of breath is just part of your body's warning system that a migraine is coming on. You are one of the lucky migrainuers, since you have "Classic Migraines", which come with the Aura(sight disturbances). Consider yourself lucky to have this early warning system. I have "Common Migraines", which don't have the Aura, so my early warning system in minimal.
The other symptoms could be related to medication you might be taking. What do you take for your migraines? I've taken practically everything known to control migraines, so if you can tell me what your meds are, I can probably point you in the direction of what's causing the odd changes.
Let us know how you are doing.
Leigh Ann 
"The weather is here, I wish you were beautiful."
- Jimmy Buffett