I've had my heart check out, but I still have labor breathing, and shortness of brethren, and now headache. For no reason. Can anyone help?

Lungs maybe? If a thorough cardiac work up has been done and the heart is fine then maybe its ur lungs. Pulmonary function studies , cat scan of lungs , oxygen consumption stress test , etc are jus a few things your doctor or a pulmonologist might order to check this out.
Keep looking! There is always a reason for symptoms. "...Had my heart check out" could be said of any level of evaluation. If an indepth cardiac evaluation has been done, next look at the lungs for emphysema, asthma, infection, inflammation, pulmonary hypertension, and blood clots. Being out of shape, or even just being anxious could cause this. Keep working with your doctor to solve this.