Cough with breathlessness with normal HRCT and X ray may be related to airway disease like Asthma and small airway disease. A pulmonary function test should help in diagnosing airway disease. Since you have already shown a pulmonologist and if he feels there is no lung related issue, then doing CBC for anemia, ECG and 2 D ECHO for cardiac function should be the next step to evaluate. Symptoms of worsening breathlessness in lying down position or in the night during sleep suggest a cardiac cause. Also look for symptoms like palpitations and swelling in both legs, which will again suggest cardiac cause of breathlessness.
Next Steps
get pulmonary function test, ECG, 2D ECHO, CBC and meet a cardiologist.