I have had shortness of breath often too, and unfortunately I have a MAJOR problem with pelvic Instability...
The shortness/hard to breathe can be due to a number of things during pregnancy, i.e: low blood-pressure, low iron levels, a high positioned baby, pressure on lungs, also your body is carrying an extra Ltr of blood around the body during pregnancy which has the heart working over time!
This can make you feel a bit puffed and breathless...
When laying down try laying on either side instead of flat on your back? As the baby's pressure can squash a main blood vessel and cause dizziness and slow the oxygen flow to your brain and baby... Drink lots of water, eat smaller meals, and try not to eat before laying down, and just rest regularly. I still get it bad at times, but these tips from my midwife have helped! Good Luck to everyone