Bad anxiety, I get very small twitches in public like trains or on the street, loose my breath and need to take deep breathes. What medication can help?

Breatheless. You mention you feel anxious in public spaces (on the train or on the street) Specific types of anxiety can be accompanied by agoraphobia (fear of going outside) or can be made worse in public. Types of acute anxiety can be accompanied by physical symptoms like feeling short of breath or heart palpitations. I'd set up an appointment with a psychiatrist. SSRIs may provide complete relief. .
Evaluation. That is not an answer to be given without a complete evaluation. Talk therapy (usually cognitive behavioral therapy) and psychopharmacological prescription that matches your specific symptoms and situation will give you the best results. Take Care!