I too feel as you do and rarely go out. I have been prescribed up to four 1mg tablets of lorazepam a day, but I try to take only one or two. I am also on 24/hr long term oxygen therapy and have been diagnosed with COPD for 8 years.
I agree that exercise and moving about is really important and does help Evan though it's hard. I try to exercise most days but often have to sit down between exercises. Have you tried Pulmonary Rehab, it really helped me when I came out of hospital after being in a coma for three days and I cannot recommend it enough- it literally got me on my feet again.
I know it's extremely hard not to panic, worry, or get stressed when you can't breathe. The trick is to try to take your mind off it somehow- it's a hard thing to do. I am lucky in that I have a psychologist cognitive behavioural therapist attached to the COPD nurses group, who is trying to teach me mindfulness.
I think music helps or reading a good book, when you can't move about too much, but everyone has their own way of coping and you must do what is good for you.
Our illness is always up and down , but we still have to carry on so try to find things that you enjoy and are able to achieve. We can still have fun.
If your breathing has got a lot worse maybe you have an infection and should see the doctor. I know sometimes there just doesn't seem to be a reason- the weather, excess dust, etc but I believe stress is a major factor in my illness and I am working hard on trying to combat this.
There are many caring people on this site and a lot of good advice from people who really understand. Help is there and your not alone. I also find Chamomile tea a great relaxant.
I am sorry your not feeling so good and hope that you feel better soon. I hope this doesn't come a cross as preaching and that it may be helpful to you in some small way. Living with COPD isn't easy, but try not to let it define your life. Keep moving, keep smiling, and breathe easy.