atrial fibrillation and lung problems

I had a chest xray  recently in which possible atelectasis was a possible diagnosis. I have had chronic atrial fibrillation for about ten yesrs, and it is now a permanent condition. I have angina three or four times a month. The main problem is a sensation of suffocation which is mostly at night. My doctors(I have been to five) will not give me a script for oxygen. I have been able to get oxygen myself, but I would prefer to procure a script. Does anyone know why I cannot get medical oxygen for my condition?