What Causes Shortness Of Breath Along With Cough And Wheezing?

I am 80 years old and have had shortness of breath with a dry cough and wheezing. Went to the doctor and he said it was from allergies. I went to an allergist three years ago and was tested for allergies and he said I didn t have any, but to use Qnasal and no antahistamines. My doctor gave me this prescription of montelukast sodium 10 mg, but it isn t giving much relief. He also told me to use proair every four hours. I have been doing this, and I know this takes time, but it isn t very fast at all. When I have gotten really ill while in the winter in Arizona, I get a steroid shot and that really helps the wheezing, etc. really fast, but I understand that that can hurt the kidneys. I m wondering if I should call my doctor tomorrow and also, if I should go back to the allergist and get more tests. Thanks.