I'll list just the titles of select deep dive citations from the first study to give an idea, you can find detailed citations in the paper itself;
- "Meditation-induced psychosis" (several with this title)
- "Mania precipitated by meditation: a case report and literature review."
- "Adverse effects of meditation: a preliminary investigation of long-term meditators."
- "The unveling of traumatic memories and emotions through mindfulness and concentration meditation: clinical implications and three case reports."
- "Meditation in association with psychosis"
- "Precipitation of acute psychotic episodes by intensive meditation in individuals with a history of schizophrenia"
- "Psychiatric complications of meditation practice."
This is a citation tree from just one study on meditation.
To be clear, I know the term meditation is not strictly equivalent to breathing exercises but definitely a good chunk covers & includes them; e.g most frequently practiced meditation style (vipassana), breathing sensation is the most common object of focus.
If you're interested in non-meditation studies, the term "relaxation induced anxiety" will bring a wider selection of papers. If you are interested in studies about psychoactivity of breathing, search for "panic disorder breathing" which has again tons of studies that investigate the link (contents of which doesn't necessarily limit to panic disordered populations).
And to be clear, I am not saying meditation or breathing exercises are bad. But they are potent. They can create altered states. And as such I am against bold claims like "they can do no harm, just do on your own". As studies above demonstrate, even with a proper educational context they can backfire. Especially considering the fact that the population segment that would be most interested in trying these exercises would likely to be the people already suffering from stress, anxiety or mental health problems.