Can hot weather cause shallow breathing or worsen anxiety?

Not cause, but. It can worsen your distress. Don'y get dehydrated - drink water. Intentionally learn some breath control. Periodically do this: Inhale thru nose for count of 6. Hold in lung for count of 8. Blow out like extinguishing candle fully for count of 10. This will look like smoking pattern. It is good for relaxing and gets rid of old air and trains a pattern of better capacity.