weakness or anemia
I agree that you could have anemia (low red blood cells or oxygen carrying part of the blood) which could be from “chronic” disease or from medications. You should get a CBC (complete blood count) blood test. More likely, though, the shortness of breath is from weakness due to the steroids and to the CIDP. This does not necessarily mean that the CIDP is “flairing”–just that it makes people weak and that sometimes another thing on top of that seems worse. 20 mg of prednisone is not “that much”, but the effects on the body depend on how long you have been on it and what doses you were on before (cumulative dose).
WithHope for a cure of these diseases