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Breath holding spell
Breath odor with exercise and coughing are signs that there is a problem. To know for sure if this is due to a lung problem you will need to have testing done. Generally testing for a breathing problem starts with a simple breathing test called spirometry. This test provides detailed information about how your lungs are working. If your shortness of breath with exercise and coughing are due to a lung problem, this testing should identify the cause.
In addition to a lung problem, ongoing cough and shortness of breath could be due to a heart problem. Another possible cause is allergy. An ongoing cough can be a side effect of a group of medicines used to treat high blood pressure called angiotensin converting enzyme (ACE) inhibitors, but from the information that you have given this would not explain your shortness of breath. In a person who has a normal chest x-ray and who doesn’t smoke the other common causes of cough are postnasal drip and gastroesophageal reflux disease (GERD).
Since your shortness of breath with exercise and your cough are continuing, your doctor should see you to find out the nature of the problem and the best treatment. A pulmonologist would be the type of specialist to identify a lung or if there is a heart problem and the best treatment.