Hey, ladies! Thanks for all your advice and suggestions, and thank you @Gunpowder for your ongoing concern.
@Summer1986 shortness of breath isn't promoted by exertion, no, and no ankle or leg swelling!
I checked into A&E and was told to first have baby checked in the delivery sweet. Blood pressure and pulse were fine, as was baby's heart beat. Went back down to A&E and had bloods taken and an x-ray. All came back fine - clear chest, no clots or infection.
What I didn't mention in my original post (because I hadn't noticed it until afterwards) is that with this shortness of breath/tightness, my bump/uterus often tightens and goes hard (I can't be sure that this happens every time I experience it, but definitely the majority of times) - both hard to the touch and upon sight! It's really strange, but I guess it's just a weird pregnancy thing?
In regards to my MH, generalised anxiety has been something I've struggled with for a while and it often manifests in the form of hypochondria and OCD. It's something that comes and goes, but I'm aware that it's a problem. I've tried CBT but I never find that it gets to the root of the problem (unfortunately, psychotherapy isn't available on the NHS, and this model does use a 'root of the problem' approach), so the anxiety always returns. Right now I think I'll utilise a more self-help approach. I started reading a hypnobirthing book today to prepare for birth, and whilst it's designed to ease birth-related anxiety, I can see how a lot of the techniques might apply to anxiety in general. It's a start, I think. I'll definitely buy more books of this self-help nature.
Thank you all for your helpful words, once again!