What does it mean when you have shortness of breath but it’s not related to anxiety

I'm no doctor but i believe it can be allergy related or covid related or some type of heart issue

Allergies, asthma, heart attack, pneumonia, carbon monoxide poisoning, any number of things.

It could be so many things, from physical to emotional.

From something as exterior as cold, to something insidious as bodily held tension.