I snorkeled when 22 weeks pregnant and ended up holding my breath a fair amount, to the point of breathlessness but not dizzy. I'm worried I hurt her!

Probably not. I understand your concern but it is unlikely that your breathholding would be enough to damage your child. However, it would be reasonable to discuss your concerns with your OBGYN, who might obtain an ultrasound to check.
Breathe "easy" Since you did not actually have any symptoms other than breathlessness, then it is unlikely there was any harm to the fetus so you can breathe "easy". By the way, proper snorkeling allows you to breathe through your mouth and the snorkel tube itself in the future.