I'm 35 weeks and my feet and hands are really swollen too! And as for the breathing- that happens to me too if I lay on my back or really flat. Try to prop your head/body up with some more pillows. I'm pregnant with twins and one of them are right near my ribs and lungs so I understand!
Im 35 weeks my feet were like that today after I got off from working 7hrs on my feet. They were HUGE and unrecognizable and so painful to walk on, I just woke up from a nap on the couch with my feet up and the swelling went down significantly
Hasn't your baby dropped yet? Usually the shortness of breath is normal when the baby is still not low. Doesn't mean anything is wrong but still I would at least call my doctor. In regards to the swelling make sure your blood pressure is okay and try elevating your feet.
They say try and elevate your feet as much as you can, and make sure you are not eating a lot of sodium or salt cause that can cause swelling. And for the lungs and shortness when laying down, I don't think that's normal but you don't need to go in just call your doctors office tomorrow and ask them. They should have an emergency line and they will tell you what's going on! Hope that helps.