Shortness of breath is a side effect of Lorazepam. I suggest that you should get the medicine changed to some other anti anxiety drug like diazepam or Clonazepam.
It is very difficult to precisely confirm a diagnosis without examination and investigations and the answer is based on the medical information provided. For exact diagnosis, you are requested to consult your doctor. I sincerely hope that helps. Take care and please do keep me posted on how you are doing.