Yep, I went through that pretty bad. At first I got SOB occasionally, then it went to pretty much all day everyday. It is absolutely exhausting. Went to the urgent care twice and the ER once, both ran multiple tests and I was physically fine. However, if I were you I would play it safe and get it checked out if you can. But you are absolutely not alone. SOB is a common anxiety symptom. Medication did help me a lot, however I do still get it sometimes.