"Short of Breath"- how to prevent or cope with being short of breath.

Help. I feel certain I am doing something wrong and need your advice.

When I am home, I use 2L continuous oxygen for exertion and sleep, and no oxygen if I'm sitting around. Recently, any sudden change in activity, like going out to get the mail, or going to the doctor or going out to lunch, and my pulse scoots to over 110, I get terribly short of breath, but my O2 level stays in the mid to upper 90s. I do pursed lip breathing, but it does not seem to make a difference. Why do I feel so short of breath? What should I do differently? What could I do to prevent it?

I wondered if it was a panic attack, but I've never had those. Since my O2 is ok, I wondered if I need a tranquilizer, but I've never used those. Several have mentioned in other posts a Cognitive Behavioral Therapist, but I have no idea where to begin to find such a person, so I would need that advice. I need to figure a way to prevent being short of breath.

I do exercise an hour a day, plus cook, clean, garden.

Thanks