You would use a open stance.
The answer is the last option.) All of the above. When working out at a higher intensity, you burn more calories which can cause weight loss, increased heart rate giving you a stronger aerobic workout, and breathe more b=deeply due to the intensity of the workout.
Many things can cause shortness of breath, but the most common are asthma, pneumonia, bronchitis, lung cancer, anxiety, an allergic reaction, a lung injury, obesity, heart dysfunction, COPD and many many more things.
As for treating this, see your physician. Hope I helped you!