Hello and hope you are doing well.
There is an entity called exercise induced Asthma, here as the person starts exercise, the changes in the environmental air breathed in trigger an attack of asthma, causing cough and breathlessness. Have yourself evaluated for the same. This can be detected by a spirometry test.
Scabies is caused by infestation with the mite SarcoptesScabiei. I would advise you to consult your doctor as there are oral medications which could prove to be helpful. In the meantime wash clothes in hot water.
Hope this helped and do keep us posted.
You could wear a mask or cover your face when you have to walk through areas where people are smoking, or where the dust and wind are blowing.
A good scarf is just as affective.
For the scabies you would need medication from your doctor to treat...or check with a pharmacist for some over the counter products.
Have you seen a doctor about these problems? Sounds like you might need an inhaler to help you breathe better.
Do you take allergy medication?