What could be the reason for shortness of breath in a cold environment?

Hello doctor,

I had shortness of breath two months back. It was terribly cold at that time. I am not fond of cold at all. I consulted many doctors but in vain. They did my ECG, and it was fine. But the shortness of breath continued. I consulted a gastroenterologist. He examined my stomach and told me that my stomach is fine. I consulted many physicians about my shortness of breath. They are not ready to diagnose my problem. They told me I have anxiety problems. So I decided to do a complete checkup. I consulted a pulmonologist. He did my PFT (pulmonary function test) test. It was fine. He told me I have asthma and asked me to use an inhaler. But I was not convinced about the diagnosis. I went to other hospitals to see a cardiologist where I performed my stress test, Echo (Echocardiogram), and ECG (electrocardiogram). Everything was fine. Then they did a lung X-ray which was also fine. After that, I consulted an ENT doctor. She did an endoscopy which was also fine. Finally, I saw a gastroenterologist and underwent an abdomen endoscopy, colonoscopy, and CT (computed tomography) scan. The report was fine but I have a gallstone. The doctor gave me some medicines and I was getting a complete recovery from my shortness of breath. He told me I do not have symptoms of asthma. I stayed at my home for more than a month and never had any shortness of breath to date. I flew to my workplace last night. When I landed there I felt the shortness of breath again, especially at night time. I have medicines with me that the doctor prescribed. The cold weather is fading off here. Can you tell me what could be wrong with me? Before seeing this doctor I did all the possible tests like D-Dimer, HIV (human immunodeficiency virus), PFT, ECHO, STRESS, ECG, Lung X-ray, CBC (complete blood test), etc. I have sugar, blood pressure, and cholesterol. I expect your valuable reply on this.

Thank you.