I have difficulty breathing.
dif-fi-kol-TA a res-pi-RA-re — stress on the final syllable of 'difficoltà'. 'Respirare' — the 'r' is trilled.
A serious symptom — say this clearly and urgently. At a doctor's or in an emergency. Can trigger immediate priority at triage.
'Ho difficoltà a' (I have difficulty in) is followed by an infinitive verb. 'Respirare' is 'to breathe'. You can use this pattern for other difficulties: 'Ho difficoltà a camminare' (I have difficulty walking), 'Ho difficoltà a deglutire' (I have difficulty swallowing).
Faccio fatica a respirare.
I struggle to breathe.
'Fare fatica' is a common colloquial alternative to 'avere difficoltà'
Mi manca il respiro.
I am short of breath.
Literally 'breath is missing to me' — very natural Italian
Ho il respiro affannoso.
I am breathing heavily / I have laboured breathing.
Medical language — 'affannoso' describes laboured or wheezy breathing
Breathing difficulty combined with chest pain is a red flag in Italian triage — you will be given a 'codice rosso' (red code) and seen immediately. Italian emergency triage uses colours: bianco (white, non-urgent), verde (green, minor), giallo (yellow, urgent), rosso (red, critical). Never hesitate to go to 'pronto soccorso' for respiratory symptoms.