Hi Donna, welcome to the boards.
I am sure that being on chemo can be a downer plus not being able to breathe like you once did is also a downer. I have just one lung now, and every time I exert myself, I can't get enough breath. I kind of get mad when I think about what I used to be able to do. I still push myself though. I take lexapro to help fight depression and I think it helps me. Maybe your dad should try an antidepressant. I think the chemo itself can cause shortness of breath sometimes, depending on the chemo. I hope your dad gets some breath back soon and the chemo is effective.
Don M