Shortness of breathe..

I am currebtly 34 weeks pregnant with my third child.I got a cold for almost 2 weeks.Suddenly one day I felt like I couldn't breathe.I never had asthma before and this was all new to me.I waited for a couple of days.I told my midwife she said go to the triage and get checked out.Today I went and they did EKG and a CT Scan.Everything is normal.They said if I still feel the shortness of breathe to come back .I came home awhile ago and I feel the same again.The only time I feel shortness of breathe is when I lay down or lay sideways.I cough so hard i pee on myself every time.The cough is dry and chesty.Like it feels like someone presses on my chest when i try to cough hard so i can breathe a little.Sorry im so bad at describing .Has anyone ever felt this way or had anything similar?I'm so worried and upset I just want to get a good night sleep.