“Shortness of breath but normal EKG and x-ray?”

I have been having shortness of breath off and on for the last year or so. I also have slight pain in my chest just to the right of my chest bone. I am a woman, age 40. 4'11 153 pounds - technically considered obese. I have lost 10 pounds in the last 2 months but it doesn't change my symptoms. I went to Dr. about this several months ago, clean EKG, clean chest x-ray, and I went home with an understanding that it must be anxiety causing this. It eventually went away as I believed it was in my head - correlation or causation I do not know. But it's been back the last 2-3 weeks - this constant struggle to "catch" my breath even while resting. Sometimes when I am not paying attention - I don't notice the issue so is it in my head? Or do I not notice it in those moments because it hits me intermittently? Either way, this does not feel right. But if EKG and x-rays are normal what should I ask for when I go back to the Dr.? If EKG and chest x-ray are once again normal what else should I have checked to get to the bottom of this?

Other info:
I have not had the Covid Vaccine but have had Covid in April 2021.
I'm White, non-Latino.
I'm on no drugs or medications.