My experience with this issue is not complex at all, it just took to time to figure it out.
I have difficulty with SOB for just about everything, with this comes panic attacks and the loss of bladder control. Given the choice to concentrate on my breathing/panic attacks or releasing my bladder, there is a very clear winner. This kept me home bound for about 6 years. during that time my GP and Pulmonologist did not have answers for this issue. Finaly, my GP put me on 0.5 Ativan 2x per day for "panic/air hunger". I still have minor issues with bladder control, but I can get around if I plan my activities with the timing all of my medication requirements.
I have to say, I didn't like the blank looks from the doctors all those years especially when solution was so simple.

Amen DuGus ! Breathing trumps bladder control in hierachy of operating system. My pulmonogist had no answer either. Had to be persistent until I got answer. Learning calming techniques from great RT during rehab exercise class helped me.

Thank you @A MyCOPDTeam Member for the advice.

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A MyCOPDT...

Well it is common when your O2 levels drop below 87% your body only pumps the blood to the heart lungs and brain. The rest of your organs are oxygen starved and start to get damaged. That is why if you lose control.
If you are 85% and can't get it back up into the 90's in 5 minuets you should go to the hospital. That is my standing orders from my doctor. As I get SOB I will do PLB [pursued lipped breathing.] 3X and then one deep relaxing breath.

Thank you @A MyCOPDTeam Member, I think this type training is well worth a try.

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A MyCOPDT...