Overall I agree with strawberri... but, really high blood sugars can cause a lot of secondary symptoms, including shortness of breath (not from heart so much, though that's possible, but rather from systemic weakness which you might note as heavy breathing...)
Regardless, you need to get your bs under control and see a doc.
Check your blood sugar (bs) and blood pressure and talk to your doc; keep your diet and activity/exercise routine and you can better control your health status.
Best to you...
Have u asked your Dr. why you have shortness of breath? Having uncontrolled Diabetes for years can cause Heart Disease. But just having diabetes doesn't cause shortness of breath. I think u should ask your Dr. and soon.