Zeek hit it on the head, well the most likely cause and the thing you should look at first is water retention. Yes it is just water but regardless of what makes up the weight; lean tissue, fat, or water your heart has to work harder. If your heart is working harder, you have to breath with it and on top of it your lungs have more weight on them from the water retention. The retention could just be the basic retention that any injected hormone causes or it could be from diet or it could be from estrogen.
I didn’t see anything about your body make up. You stated this is week three of your cycle so it seems a bit early for having gobs of extra water from estrogen but everyone is different. If you do have a higher body fat percentage then you will aromatize test more than the next guy. The Aromatase enzyme is how the body manages free test levels and it breaks down the test into estrogen. After you double check your diet and if you are still having issues then an Aromatase Inhibitor will block the process and ultimately lower the estrogen levels in your body. Lower estrogen usually means lower water retention.
If you want some easy ways to monitor water retention then go wear those mid calf athletic socks. If at the end of the day, or even just after you wear them to the gym, you can see the fabric imprint on your skin then you are definitely retaining water. We all retain it differently but I retain in my legs first so that how I monitor.
The other way is go get on the decline situp bench. Make it as steep as possible so that when you lay back your head is lower than your heart. If you notice that pressure feeling real quick after you lay back, your heart is definitely working under a heavy load which could very well be from water retention.
Those are two things that I keep an eye on as a way to self monitor for water retention. You would think it would be obvious that you are retaining but you are trying to gain so watching the scale doesn’t tell you what kind of weight. Also if your retention level just goes up a little bit each day then it’s less likely for you to notice a dramatic change in appearance.
I know you said hard to breath but I do notice on some hormone that I have intense breathing. Like I am in the middle of a labor job so I am active and my breathing is intense or tense. I dont know how else to describe it. I think that is from just your body being more active internally from the extra hormone.