Well regulated hypothyroidism + short breath

I've had hypothyroidism since 2005. It's been regulated for many years. TSH is very low, almost classified as hyperthyroidism, but I function best that way.

I work out 3-4 times a week. 3 sessions with weighlifting and 1 spinning.
I struggle with short breath, both when I work out with high pulse, and in daily life. Lately I'm thinking about my breath all the time, and the more I think about it the more heavier to breathe.

Considering how much i work out my physical condition should have been much better. I notice it very well when I jog, my friends who doesn't work out as much as I can run longer than me without problems.

Could these breathing issues be related to my hypothyroidism? It's not a big problem in my daily life (except when I work out) , it's more annoying.
I've taken a breathing test at my doctor but they couldn't find anything wrong.