Been feeling bad since flu shot. Now I have pneumonia and asthma (new). Been to dr. 3 times and not any better. Female, 56 years old. Feeling depressed and fatiqued.

Doubt flu shot. It is highly doubtful that the flu shot has caused your pneumonia or asthma. You need to look for the exposure source including the possibility of water damage at your home. Have you seen an allergist yet? If not, you should.
If . If you were diagnosed with pneumonia and you were treated and not getting better then you need a follow up x-ray. If an x-ray was never done then you need to have one. Honestly if you have seen the same doctor three times already and you are the same, then you may want to consider a second opinion. When you say you are not getting better, what symptoms are you speaking of exactly?I am curious about what treatments you were given and how many different antibiotics were tried. I hope you get help soon. Please reply with additional information.