in your third trimester, your blood flow increases and your cardiac output is higher, which makes your heart work even harder to pump all that blood, if you feel chest pains, or heart palpatations call your doctor, but it is very normal.
I experienced shortness of breath very early in my pg and it got progressively worse through my pg. My dr said not only was it from lack of room for your lungs but that it is hormonal. Your hormones make you take more sallower breaths.
you should only sleep on your left side with a pillow between your legs and if that doesn't help they try sleeping upright .good luck