My blood pressure and heart rate are both fine. I get them checked regularly because I have health anxiety. I am a healthy weight for my height and have a healthy BMI. Sometimes my clothes feel like they are suffocating me, so maybe it is a bit of claustrophobia. I was on medication for my anxiety and panic attacks, but I came off of it about 2 years ago because I was feeling much better. I was ok, until I had to go back to work in december, 2012 and that is when the symptoms started again. I just feel like I can't take deep breaths and like i'm being constricted, but have not, and as far as I know, do not have any other health issues besides the panic disorder. I try to do deep breathing, but even then I can get side tracked.
You didn't mention age, blood pressure, heart rate (you had some concerns in this area check) and weight... if you had any sudden change in physical or mental activity just before the attack.
Not sure this is good, but you might try bending forward at the waist and breathing as deeply as you can. Be prepared to stabilize with a chair hold with one hand in case your feel dizzy... do you also feel dizzy? Please stop this practice if you feel worse, dizzy or it doesn't work... I am not certain that is a good way to help force breathing but that is what I recall.
I can offer only phsical thing about oxygen deprivation and recognize anxiety can be a contributor or even the cause. That is another matter, but the breathing exercise might help... that said, I suggest you "googel" [breathing exercise] and see what advice you get there.
You didn't mention Pulmonary Doctor... but if weight is an issue, especially if over 50 (to pick an age) you might try to get more data on your oxygen saturation level. I purchased a clip on the finger Oximeter for about $25 off the web a year ago and that led me to more testing and eventually to a diagnosis of mild obstructive sleep apnea. I am about 6' 5" and weighted about 245, so just overweight, but that and my advanced age was enough to narrow my throat air passage - I am now about 225 pounds and no longer suffer the symptoms. The weight lost as put of the need for a CPAP breathing mask for sleeping.
A bit of a ramble, but may be something here to help, shortness of breath is enough to make anyone anxious.
Anxiety is a magnified response of the normal fight or flight response that our body has to protect us from harm. Anxiety can take on many forms of symptoms. When you become anxious it is common to not breathe properly and deplete your oxygen saturation. Your body will send your oxygen to your brain and vital organs to accommodate for the depletion of oxygen thus making your extremities tingly. One of the best ways to "beat" or manage anxiety is to not feed it. Face your fears head on and it will lessen the fear. If you have not seen your doctor for these symptoms that you are having I would suggest doing so. There are many medications and treatments for anxiety and depression. Stay positive