If you don't mind, I'd like to ask you several questions to possibly help in finding a diagnosis.
1. About how long ago did the chest pain/shortness of breath start?
2. Is the chest pain constant or intermittent?
3. If you're able to tell, where specifically is the chest pain located at?
4. Does the chest pain radiate to other parts of the body? If so, where?(So in your case, would the chest pain radiate, and/or be accompanied with the facial pain)
5. Nature of the chest pain?(For example, sharp, dull, tearing, burning, achy, etc.)
6. What, if anything, helps relieve the chest pain?
7. What, if anything, makes the pain worse(For this question and for 6, list absolutely anything, could be food, movements, positions, standing/lying down, etc.)
8. History of trauma/injury to your chest or back?
9. Past medical history?(Please try to list as much as you can remember)
10. Family medical history?
11. Are you coughing up blood?
12. Do you have a fever and pus-like sputum?(Sputum is matter that can be coughed up or just spat out and is mixed in with your saliva)
13. How severe is your shortness of breath? And is it constant or intermittent?
14. Do you have an acid or bitter taste in your mouth?
15. Do you have a rash where the chest or facial pain is located at?
16. Do you have any symptoms such as tremor(shaking/twitching), palpitations, nervousness, and rapid breathing?
17. In regards to facial pain, how is the nature of the pain?
18. What aggravates/worsens the facial pain?(Again, list anything)
19. Have you had a recent upper respiratory tract infection?
20. Any nasal discharge?(For example, bloody, pus-like, watery, etc.)
21. Any associated tooth pain?
22. Do you have any decent neck pain?
23. Any blurred vision?
24. Do you have any symptoms such as facial pain and tenderness, toothache, post-nasal drip(which basically means having a lot of mucus in throat), runny nose, cough, fever, and bleeding nose?
25. Do you ever suffer brief episodes of sudden pain that give you the feeling of impeding death, and have occasional jabs of pain with the nature similar to a burning knife or electrical shock over one side of the face, and that rarely happens at night?
26. Do you have any symptoms such as bloody nasal discharge, and cranial nerve palsies(this is when nerves in your face/head temporarily are temporarily weakens nearby nerves, with the main symptom being double vision, and can sometimes be accompanied by droopy eyelids, and very dilated pupils)?
27. Do you have symptoms such as severe pain over one side of the eye and head at night and sometimes also throughout the day, runny or stuffy nose, runny eye, forehead and cheek flushing, eye redness, and vomiting.
28. Do you have symptoms such as a dull and throbbing headache that usually affects face below your eyes, with pain around cheek and upper jaw that may spread to nostrils and lower jaw, and accompanied with nausea and vomiting?
29. Do you have any symptoms such as headache around the middle-lower area of head that is worsened by eating, possible sudden painless visual loss in one eye, and possibly generalized limb pain?
I know that's a lot of questions to answer, but if you're truly concerned then it could be very beneficial to you if you answer them whenever possible. And when you go to the emergency room it's almost always very likely that they'll use the "you have Anxiety" cop-out. ER's rarely will rarely accurately diagnose you unless it's something very sudden, severe, and could be life-threatening.
Oh and also, definitely schedule an appointment or follow-up with a pulmonologist to search other reasons for the issues associated with your lungs. I'm really surprised that the pulmonologist didn't already do that, or at least schedule a follow-up with you.