Shortness of breath for couple months. Just checked pulse, it's 75. Have been having headaches. Also have history of anxiety so maybe I'm crazy. Help?

Rule out medical. It is important with concerning medical symptoms to rule out medical causes before attributing them to psychiatric cause. Chronic sob is common with many medical conditions including congestive heart failure, respiratory issues, obesity, pulmonary hypertension, cardiac issues. See your pcp to have them work it up.
Anxiety. Your symptoms of headaches and shortness of breath can be secondary to anxiety. If you are not in therapy, I would find some. There is a book, "anxiety for dummies" that can help.