Well there are a few possibilities here and since you seem to be offline ill mention them here for you.
The first one as you mentioned can be parasites such as tapeworms or other types of worms. If you do have parasites, then they can manifest in a number of ways. They can cause shortness of breath, wheezing, weight loss, diarrhea, pallor among other symptoms. The diagnosis can be made with the help of a simple stool routine examination alongwith an examination for ova and cysts. Another test which can be done is the blood CBC which can show an increased aamount of eosinophils. Now once diagnosed you can be treated with anti parasitic drugs which should get rid of them easily.
Apart from parasites, weight loss and loss of appetite should also be looked into for a hidden malignancy. This can be done with the help of CT scans of the abdomen and the pelvis and if needed of the chest as well. If you do have diarrhea or altered bowel habits then you should possibly also undergo a colonoscopy as well.
Loss of appetite can also be due to a hormonal issue, thyroid disorders can also cause this problem and severe weakness. These can be picked up by getting thyroid function tests done.
I would suggest that you contact an internist and have him run these tests to get to the root cause of these problems.
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