You state that you “don’t suffer from any respiratory illness” but you may well have chronic bronchitis secondary to smoke inhalation.
Yawning, however, is usually not a sign of bronchitis but, more often than not an acquired behavior sometimes but not always associated with anxiety, the initial cause most often not obvious.
In general, yawning is not a symptom of serious disease. If yawning were your only symptom that could, in most instances, be ignored but since you also feel that you “don’t have sufficient air to breathe” your should see your doctor for physical examination of your lungs and for pulmonary function testing (simple spirometry).
Whatever you decide, do make an effort to stop smoking. A good start in that direction would be a phone call to your local Quit Line.
Good luck
Heya, I may be only 16 years old and i smoke but ive gone through some bad stages of anxiety, and by the sounds of it, it is all to do with it, I get the feeling that I can not take a deep breath and having to yawn to try and get more oxygen when really it sounds as though your hyperventilating, best way to prevent it is yoga relaxtion or breathing exericises, it may not work at first but you will get used to it, go doctors first just to rule out any health concerns such as chest x ray and a ecg check on heart, but I very much doubt it would be any of that?