Milk thistle is in the same family as ragweed. So if you have ragweed allergies, that might be why the milk thistle is causing your shortness of breath.
I have no idea if it will aid digestion, but N-acetyl-cysteine is a great liver support supplement. It is an amino acid and a natural mucus thinner also, so if chest congestion is a problem for you, it will help. Just make sure whatever dose you take, take 2x that amount of vitamin C.