“How does anxiety cause shortness of breath?”

In the brain there are lots of specialized cells called Neurons . They communicate to each other mostly by psinapsis which is a micro space between one cell and the other one next to her.When they comunicate they pour a lots of substances in that tiny spaces call neurotransmitors. Some of them enhance phisiological activities in nerves and organs.One of these Neurotransmitor is :Norepinefrinas and Adrenalines Who exacerbates or acelerates physiological activities in lungs and in others organs in our bodies.Causing acelerate of cardic activity too, high blood preasure too and other physiological reactions.

Anxiety is not just an emotion or feeling, it’s a set of psychological and medical symptoms. These can include shortness of breath, feeling shaky, racing heartbeat, muscle tension and pain, and even feeling like you’re going to pass out. Shortness of breath can also be related to having panic attacks, which are an acute and severe form of anxiety.

Emotion is 86% Motion. Their function is to Motivate and prepare us to do something NOW to neutralize what seems to be a threat. Our deep programming is rather primitive, and it remains that way unless we upgrade it through such things as self-talk, anger management training, stress management, etc. When we feel threatened, we are inclined to run away, to hide, to attack, to flip out, to break down in tears, which might be effective sometimes, but mostly not. In addition, we can feel threatened by images in our memory, our foreseeable future, and what we think might be happening out of the range of our senses. When that happens, our deep mind motivates us to do something about it NOW, except there's nothing to run from, nothing to attack, no use freaking out. Often there is nothing at all to be done, so the energy is just swirling around in our body to no avail. The tension and the increase in breathing and heart rate and volume would be useful if we were running or fighting, but not otherwise. We need to learn to stay present, notice that nothing bad is happening, and help our mind to respond to that, rather than the mental images that triggered the emotion. A good analogy is watching a movie. We can get into the movie, but we don't feel personally threatened by it because none of it is actually happening here and now, here in the comfy theater chair or our TV room couch. I hope this is helpful.

Shortness of breath is a symptom of anxiety. When one experiences anxiety, their body goes through the fight-or-flight response. Shortness of breath is your body's way of bringing in more oxygen, preparing your body for "flight" as a result of fear.

Anxiety is housed in the sympathetic branch of the autonomic nervous system. It’s rooted in the fight or flight response. When this response is triggered by stress, physiological symptoms such as shortness of breath, increased heart rate, sweating, etc., often accompany worries or fearful thought processes.

See this link for some insight into your question:
https://www.healthline.com/health/shortness-of-breath-anxiety