Hiya chick, i have suffered from anxiety and Panic disorder (severe panic attacks frequently) for around 5 years, just after i had my son. I totally feel for you they are horrible.

Mine steams from worries about my health 'hypochondria' which is defo not good when pregnant! I already have been convinced i had an ectopic, now when it gets nearer to the birth i will be a nervous wreck. I was on medication for four years coming off it around 1 year ago.

While on medication i had CBT, cognitive behavioural therapy. As medication is a no no in pregnancy i recommend asking your doctor about CBT. It is a coping strategy that can help you control an attack before it begins. I find it helps stop a full on attack but i still get generalised anxiety.

There tends to be long waiting lists for it but with you being pregnant you may be pushed ahead.

As for lavender, you absolutely should not use it when pregnant or with babies. I did aromatherapy at college and my opinion is that it is safer to stay away from all essential oils while pregnant.

I find listening to soothing music through headphones is a great way to sooth anxiety and panic attacks (when you can feel one coming) as stress is a big trigger to me. Also PMT was a major for me as i get PMDD and that makes me 90% worse so no period for 9 months will help!
Also get fresh air and if you can't then sit in front of a fan, as you say, heat and the feeling of not being able to breathe are triggers.

I also believe that having these problems to begin with makes you more prone to post natal problems such as depression/anxiety. I know i will be keeping a sharp eye on myself after the baby has been born and if need be i will go back on medication to try not to end up in the same place as i did last time.