For me, I only have social anxiety, which is basically that whenever I am in a group of people, mostly whom I do not know or trust. Depending on that amount of people, I get to the point I cannot breath. The first thing I would do is leave the room, but since I can't always do that, I try to force myself to breath slowly, and I close my eyes for a minute. If I can leave however, or sometimes even when I can't but there is less people, I do a breathing trick, breath in for 4 sec, hold for 7, breath out over 8 while my eyes are closed. I don't think about anything else, just focus on counting. Once I have done that 4-10 times (do it at least 4, 10 is only for when there is a lot of people), I open my eyes and am calmer.