Before anyone starts criticising your breathing and setting you weird breathing exercises, make sure they have at the least taken a peak flow reading. This is where you puff down a tube and compare the reading with your height, so you can monitor your lung function. There are too many trainers hanging around who attended an online course and are now taping peoples mouths up while exercising with very little assessment of the science behind it.
Make sure they do some basic assessments first. The peak flow meter is one of those basic tests! You may need breathing drills.