You don't need to be mentally upset to get anxiety attacks. Things like food allergies, excitement, etc; can cause them, it depends on what's going on inside you.
Breathing in a brown lunch bag allows you to retain co2, thus increasing it. o2 displaces co2 so at higher altitudes more co2 is retained due to lower oxygen pressure. These are good ways to test if you're possibly hyperventilating. I know that, when I was, I found I breathed much, much better in the mountains, so I worked on increasing co2 through breathing in a brown bag. Now I do this a few minutes each day, it sounds whacky, but it really helps.
Are you comfortable breathing through your nose, or is it difficult? Can be a sign of high lactate if this is the case.