There is a possibility of heart arrhythmia causing the shortness of breath. Possibly atrial fibrillation or tachycardia. Arrhythmia can be hard to diagnose because it comes and goes. If it is not occurring when the Dr checks her he has no way of telling what is happening. Wearing a monitor for thirty days is the best way to check. If she feels short of breath she punches a button and it records what is going on. Then she plays it over the phone to a center. Exercise induced arrhythmia seems to make more sense than high glucose levels, but the high BG could be part of the stress that is contributing to the onset.