Shortness of breath. Should i consult?

I am suffering from shortness of breath and chest tightness and discomfort from 13th August 2016.Though gradually chest discomfort went off, I still feel shortness of breath. I contacted physician and did all blood tests, ecg and echo cardio gram. All came out normal. I had a similar experience during march 2016 but it went off within 3-4 days. As i already had done a chest x-ray during june-2016 [Had dengue fever], doctor recommended not to have x-ray done again. I am sleeping good. Doctor didn't recommend any anxiety tablets as he wants me to get away from it myself[As i'm still young]. He has given nervegen plus capsule. I had anxiety after my father expired and immense pressure afterwards to complete other chores during March time. But I'm feeling like shortness of breath will not go ever. Its taking my conectration out. I'm doing regular aerobic exercises[Not much feeling tired] What else should I do? Should I also consult pulmonologist? Who should i consult?