I had this bad when I first got sick. I was afraid to go to sleep at night. It was scary but I think it's just a feeling like all the other weird feelings we get like tingling, burning etc..
I've been having the same thing in the last couple months on a more consistent basis. Same thing where it's not painful but it feels like I can't get a good gasp of air. Mine comes and goes though because I can breathe just fine at times and other times not so much. I went to the ER one time when it was affecting me but of course nothing was found.
The co-infection of babesia is the suspected culprit of air hunger and cardiac symptoms. No advice to offer from me since I'm still trying to figure it out myself. I think some of it might be herx-related since I have read other postings by people developing air hunger after starting antibiotics for babesia.
My breathing isn't painful either, just feels like I need more air! I don't know if it is a symptoms of anxiety, but it does make me feel very scared. No matter how hard I try I feel like I can't get a "good" gasp of air.
What you describe sounds like a symptom called "air hunger."
I don't much understand the origin of this, though I have experienced it. In my case, my breathing will in no way be painful or labored, but it feels as though I need an extra breath, even at rest. It can feel like a symptom of anxiety, and in my case I can't say for sure that it isn't. But I've read that it is a very real complaint in others.
I don't know much what causes it or what to do, hopefully others will have more advice.