To be fair, being pregnant makes you out of breath a lot. As I understand it, the first reason for this is that your blood volume increases very quickly (as does your heart rate, and also your blood vessels become more relaxed so at the same time your blood pressure decreases), but it takes a little while for the red blood cells, which carry the oxygen, to catch up.
This means that your blood is much more dilute than usual, and means that it’s harder than usual to get oxygen where you need it, which does lead to getting out of breath more than usual.
When I understood about the blood volume thing, and the need to produce so many more red blood cells, I understood why it was so easy to become anaemic in pregnancy, and upped my intake via Floravital (a liquid iron and b-vitamin supplement - it’s the gluten-free version, which I need, so I can’t speak for Floradix, which is the version for normal people!). Iron supplements later in pregnancy can make you feel very ill, so keeping on top of the iron situation is important! (My iron from my first blood test came back at 121. I understand that 105 is where they consider treating you for anaemia - I’m short of breath even though I clearly don’t have problems with anaemia, and perhaps I don’t need to be supplementing, but I always feel better with b-vitamins, and my midwife is happy with that supplement, so I’m sticking with it).
Sorry - I digressed a bit there! But basically, some of your symptoms are probably just because of the pregnancy, and not because of the smoking. Congratulations on giving it up, and sorry that this pregnancy symptom is annoying you at this time!