Hello and thank you for your question.
CBT can be very effective for anxiety and panic attacks. It can help with changing one's thoughts and beliefs about the situations that cause them anxiety, and therefore this change in beliefs, then reduces the anxiety level.
Often times, a combination of CBT with an antidepressant (such as zoloft) can be especially effective, depending on the severity of the panic attacks and/or anxiety.
But to answer your question, CBT would be an effective approach towards anxiety, along with relaxation technique such as meditation, grounding techniques, deep breathing, etc. You may be interested in reading this link that discusses in depth the benefits of CBT for panic and anxiety. http://www.psycheducation.org/anxiety/panic/introduction.html
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Yes, what you are describing could be symptoms of anxiety/panic. Lots of times the breathing can become quite shallow with anxiety and cause this feeling of pressure in the head, and the fact to feel warm, dizziness etc.
What I would recommend is that you see a therapist in your area and discuss perhaps trying a medication for the anxiety as it's getting quite problematic. The relief you feel from the medication could then help you to work on the anxiety through CBT, etc.
Here is a directory of verified therapists that you can search by zip code and click on search by anxiety and fears. http://therapists.psychologytoday.com/rms/
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Yes, you can definitely do the CBT and it will work without medication. Here is a link that talks about CBT for anxiety and panic, both on it's own and with medication.
You don't have to take medication.... But do seek out the counseling for the anxiety.
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