Could be an iron deficiency due to a vegetarian diet. I have iron deficiency anaemia right now actually and one of my symptoms is shortness of breath. I've just started high strength iron supplements and have to be retested in 3 months to recheck my iron levels.
"Several studies have shown that both vegetarians and vegans are prone to deficiencies in B12, calcium, iron, zinc, the long-chain fatty acids EPA & DHA, and fat-soluble vitamins like A & D." - Chris Kresser - Why You Should Think Twice About Vegetarian and Vegan Diets
Hello~I was going to suggest seeing a chiropractor, but I see you already have done that. If she does not want to see a general practice doctor, I would see a Naturopathic physician, they go into the issues deeper and will do more related tests. I like that they do not push drugs, they use the more natural approach.