Yes, investigate the cause of the shortness of breath. Low or insufficient oxygen can cause SOB, need for sleep and even queasy nausea as well as internal organ damage over time if left untreated.
Because of the need for so many Pentasa capsules it can cause an overwhelming feeling of too much medication. Heck, Pentasa accounts for 8-16 capsules daily all by itself!
Given the proctitis I sure wouldn't give up any of the enemas! I'm not a fan of the steroids and avoid them as much as possible - but - you might want to consider going back up to 9 mg of Entocort to give the proctitis enemas some assistance and then a shorter tapering off of it.
An overnight oximetry - or better yet a 24 hour oximetry - might provide an answer regarding the SOB feeling. Don't discount that just heat and humidity such as much of the US has been going thru could account for the SOB and weak feeling as well as the nausea. The 24 hour oximetry is an easy, inexpensive test to determine your true oxygen levels.