Is It Safe To Take Azithromycin And Nasonex Spray With Cortisone For Breathlessness?

I m a 29 yr old male experiencing shortness of breath for about 2 weeks now. I had some allergy issues and was prescribed azythromycin and nasonex spray with cortisone. I get congested in my throat and feel as if I had a lump in my throat and my nose gets stuffy. After being treated for that is when I started to feel out of breath. It gets worse when I think about it and triggers me to feel very shaky and nervous. IF I m laying down I need to get up right away to catch my breath. It s worse at night please help