Welcome to HCM!
I have read your question carefully and it reflects that you are
obese, workout five days a week and now complaining of shortness of breaths from past week or so, and
bloating stomach.
You have not mentioned any thing about your blood reports, or other investigations.
It appears on outside that these symptoms are related to your weight but why this weight gain is happeneing, that one needs to find it.
Had I been your treating doctor I would go for your blood tests like blood counts,
lipid profile,
thyroid function test, blood sugar, blood pressure, an
ultrasound abdomen, ECG and ECHO for heart.
These repotrs are really necessary to determine the cause of your weight gain over past few months and rule out any heart problem which may cause shortness of breath in you (although you have said that it comes after fullness in abdomen).
I feel that your doctor should give you some medicine to reduce bloating, from my experience I feel that
omeprazole twice a day, half hour before meals will help you significantly. Plus avoiding oily/spicy food altother will hlep you reduce weight and bloating.
Proper treatment can be done only after investigations.
Hope the reply helps you in getting better soon.
Feel free to ask more questions.