What Causes Shortness Of Breath Along With Headache?

I have had several aultra souonds of my neck area and they can t seem to find out what is wrong. I feel like someone has there hands around my throat, I get shortness of breath, headache feeling, depression, a little anxiety all over this feeling I am having, what do you suggest what is wrong. I have had my thyroid checked and my was to me a little high, it was 22 is that to high