I doctor needs to be consulted to check for physical problems. At you young age I think it extremely unlikely, but you should be checked for any obstructions in your throat (older people with Obstructive Sleep Apnea have similar symptoms). Being over weight can contribute to reduced space in one's throat needed to breath.
A simple Oximeter test may be the quickest check for physical problems.
I have experience with sleep apnea, but not much with anxiety - still I stop by this community occasionally because my wife has serious depression/anxiety issues. She does not have any problem with breathing - we are both much older than you so don't take that into account. When I was your age 55 years ago I didn't have any apnea problems - or at least I didn't know if I did. I was a skinny you man, no so any more.
Only a doctor can rule out physical issues, so your claim that you are not able to catch your breath should be looked at by doc. Or did you already see a doc?
Anxiety makes you overfocus on your body though, so if you are really anxious it is possible it is all in your head. The more anxious you get the more you tend to wonder if something that you would normally ignore is a problem. Lots of times you can feel lightheaded for a second and it is nothing, so try not to worry while waiting to see if doc says you have a physical problem.