I had the same problem with breathing exercises! I did not get any relief until I learned this one...I will share it with you, and maybe you will find it helpful as well.
The Divided Breath:
Imagine your lungs as having 3 parts. The bottom third, the middle, and top third. On the inhale fill the bottom third first, then the middle and finally the third. Make sure that this is one continuous breath, but divided, with a slight pause in between each third. Hold the breath in for 3-5 seconds if possible. Exhale in reverse. First blow out the top third, then the middle, and finally the bottom third of your lungs until all air is expelled. (remember the pauses) Repeat several rounds for a toatal of about 10 minutes. Practicing this every day will not only give you control and structure to your breathing, it will strengthen and loosen the thoractic muscles, allowing better, more productive breathing, and relieving the chest tightness!
It is great that you are doing the on-line CBT...it is Moodgym? Keep going with it as it really helps.;)
S.C.