Asthma: This condition is characterized by episodic airway constriction, which can lead to shortness of breath, wheezing, and coughing. The symptoms worsen with exercise, and the lack of significant history could indicate a new onset or undiagnosed case.

Chronic Obstructive Pulmonary Disease (COPD): Although COPD typically has a significant smoking history, it's possible for the condition to be present without a clear history. Symptoms include difficulty breathing, wheezing, and shortness of breath, especially during exercise.
Pulmonary Embolism: This is a blockage in one of the arteries in the lungs, which can cause sudden and severe shortness of breath, especially during exercise. The lack of significant history might make this less likely, but it's still a possibility.
Heart Failure: Reduced heart function can lead to shortness of breath during exercise due to the heart's inability to meet increased oxygen demands. This could be a new onset or undiagnosed condition.

Pneumothorax: A collapsed lung can cause sudden and severe shortness of breath, especially during exercise. This condition requires immediate medical attention and can be life-threatening if not treated promptly.
Cardiac Tamponade: Fluid accumulation in the sac surrounding the heart can compress the heart and impede its function, leading to severe shortness of breath and potentially life-threatening consequences if not addressed immediately.
Anaphylaxis: A severe allergic reaction can cause respiratory distress, including shortness of breath and cyanosis, and is a medical emergency.

Primary Pulmonary Hypertension: A rare condition characterized by high blood pressure in the arteries of the lungs, leading to shortness of breath, especially during exercise.
Cystic Fibrosis: A genetic disorder that affects the lungs and digestive system, causing persistent lung infections and difficulty breathing.
Mitral Stenosis: A narrowing of the mitral valve in the heart, which can lead to shortness of breath during exercise due to reduced blood flow.