diagnosed with mild asthma and starting allergy shots- freaked out!

I have OCD and extreme health anxiety. My biggest phobia is medicine and I always fear allergic reactions to meds or food.
I was recently tested for allergies and have pretty bad allergies, I am allergic to almost all trees, grasses, dust and mold in my state on top of my pets. :( It has been a very bad year for allergies and I have been suffering. I started shots and each week when they inject me with my allergens I mildly panic. I am so afraid I am going to go into anaphylactic shock.
On top of that I get a little wheezy on bad allergen days or after doing intense cardio/hiking. I was prescribed an inhaler but after the pharmacist told me it might increase my heart rate, I have been too afraid to use it, but then I am afraid of having a full blown asthma attack. My ENT described it as "mild asthma with no complications" and three doctors have listened to my lungs, and one said it sounds like its higher in my chest not my lungs from allergies. I am still afraid I will stop breathing. I am too afraid to google things about asthma but know very little about living with it.
Does anyone on here suffer anxiety and asthma?
Being dizzy constantly from my plugged ears is also making my life difficult. I am very discouraged right now.