The heaviness in your chest is anxiety- it is awful. I had that feeling when I first started Xanax, not sure what causes it, but it is not your heart, especially if you're young and you've already had it checked. Take it easy on the Xanax too.. it is easy to get addicted to.
I lost my son because I trusted his doctors. Tim Russert dropped dead the day he had a stress test due to a heart attack after being told everything was fine. To ask for more testing is a personal thing. You know you're body best, and if you feel something isn't right, I would persue it further.
In my opinion, if your cardiologist believes no further testing is necessary, then there is a reason that he/she decided that and I would tend to put my trust in the professional. Remember, that while medication is a useful tool, it will not cure anything. In my opinion, only gaining the long term knowledge about your anxiety will give you the tools to confront and deal with it. Are you in counseling with a therapist for your anxiety?
Your Prozac hasn't had enough time to reach a therapeutic level, that can take up to 6 weeks. I'm surprised your doctor upped your dosage in such a short time. Although anxiety can manifest itself in many ways, and varying degrees, if this heaviness in your chest is new, along with the shortness of breath, I would call your prescribing doctor about it. It may just be you adjusting to the medication change. But if it continues I would want further testing done on your heart, to make sure everything is okay. An EKG is not conclusive. I don't want to scare you, or give you more anxiety, but it's always best to make sure your symptoms are anxiety related. Hope things improve quickly, and you get some relief. We're always here for support. Take care...