Community Acquired Pneumonia (CAP) not responding to doxycycline: The patient was recently started on doxycycline for CAP but has shown no improvement. This suggests that the pneumonia might be caused by a pathogen not adequately covered by doxycycline, or the patient might have developed resistance.

Pulmonary Embolism (PE): Shortness of breath that worsens when lying down (orthopnea) can be a symptom of PE, especially in the context of recent immobility or other risk factors.
Heart Failure (HF): Orthopnea is a classic symptom of heart failure. Given the patient's age and presentation, HF should be considered, especially if there are underlying cardiac risk factors.
Asthma or Chronic Obstructive Pulmonary Disease (COPD) Exacerbation: Although the patient was diagnosed with pneumonia, an underlying chronic respiratory condition could be contributing to or exacerbating the shortness of breath.
Pleural Effusion: This could be a complication of the pneumonia or a separate condition causing shortness of breath.

Pulmonary Embolism (PE): Already mentioned, but crucial to reiterate due to its high mortality rate if missed.
Cardiac Tamponade: Although less likely, cardiac tamponade can cause shortness of breath and is a medical emergency.
Pneumothorax: Especially if the patient has been coughing violently or has underlying lung disease, a pneumothorax could occur and would require immediate intervention.

Lymphangitic Carcinomatosis: A rare condition where cancer spreads to the lymphatic vessels in the lungs, causing shortness of breath.
Eosinophilic Pneumonia: Given the patient's recent start of doxycycline, an idiosyncratic reaction or an eosinophilic pneumonia could be considered, although this is rare.
Mitral Stenosis: A valvular heart disease that could cause shortness of breath, especially when lying down, though it would typically present with other symptoms and signs.