Lately, I've been feeling as if I can't exhale completely. As if I have to push harder to get the last bit of air out. Asthma or just anxiety? Gas?

Asthma more likely. Having problem exhaling is typical for airway obstruction with asthma being the most common cause. In anxiety, the problem is usually with getting enough air in. You need to get a lung function test and an evaluation by your PCP or allergist.