Is anxiety common for pregnancy, feel like may have a panic attack at times, just started a few weeks ago, no previous anxiety but also experiencing shortness of breath at times, 23 weeka prego.

Pregnancy. There are a number of conditions that can cause anxiety. One example is hyperthyroidism. Shortness of breath can be a normal process of later pregnancy, from anxiety or from a medical condition. It is important to bring this up with your obstetric physician. This could be anxiety or a medical condition. Your physician will evaluate you and can help make the diagnosis.
Therapy? Have you yet tried any form of psychotherapy? Typically, the optimal combination of things to treat emotional issues such as symptoms you describe is medication (which, on your best day, is supposed to take the edge off symptoms) but the real gruntwork takes place in psychotherapist's consulting room.
Yes, for zillions of. reasons, not the least of which is hormones. Anxiety is a condition that signals fear of loss of control, or the inability to manage something. Pregnancy is a BIG something and your body is less-well equipped to deal with things because most of its energy is now devoted to making a person. So, if you feel out of control, don't worry, get support from other Mom's or a counselor.