Hello and welcome!
I am sorry that you are experiencing this worry currently.:( Anxiety can certainly cause many phyisal symptoms that are scary and confusing!
Since you are pregnant however, and this is a new symptom to you...I think that is would not hurt to run this by your OB and see what he/she has to say about
It could be a combination of anxiety, as well as the baby pushing up into your chest, leaving less room for lung expansion.
Do you currently practive breathing exercises? If not, I would recommend trying some.
We have some excellent anxiety coping skills, including directions for calm breathing in our Resources. (see link below)https://www.healingwell.com/community/default.aspx?f=9
You will also find other great self-help ideas...including a couple of book recommendations for dealing with health anxiety that you may want to consider checking out.
Keep posting here with us as well. We understand and care, and are here to support anytime!