HI, Sorry that you are running in to some changes in your COPD. Yes, starting as soon as possible with your Breathing Nurse or your doctor would be the best thing, it is important to let them know of any changes for the breathing, anxiety and incontinence too! Let them know exactly what you wrote hear and any other changes you might have of course. It is great that you are out walking, have you been taking your blue salbutamol with you for emergency use during the walk? Yip just stop when you notice that breathlessness coming on, rest of course for a moment, use the inhaler and see how that goes. I also forgot that I had it for I did not have to use it that much for the longest time and now, well I know to always carry it with me for those unexpected moments.
I notice for myself and others on this forum have mentioned the change in weather temperatures, humidity and such also play a part in how well we can or can not breath. Currently here where I live in the northern hemisphere the temperatures are dropping, this causes constriction in the lungs. To beat this a little it is best to wear a scarf or mask around your mouth and nose, this helps the air warm ever so slightly and can of course add a little humidity back in to your lungs and mouth. If the weather warms up, well that is when any outdoor activity changes, by staying out of the heat of the day.
Inside, I watch the humidity level in the home, this can make a difference in not only how we breath easier, but it also can make a difference on the heating or cooling of how our homes feel. For me I find the humidity level in home that runs between 35 to 45% is the best. If had found references on the American Lung Association website. Having a humidifier and a dehumidifier during the appropriate time. Oh and a little hygrometer that cost under $15 can help with keeping track of this inside levels. Next thing is weed out any chemical use that you have that could be causing you some breathing grief. Could be anything from as simple as shampoo to having grease cleaners and bleach. If anything that has a scent of fume that even causes you a little problem, it is best just not to use it for the next time and could be a harder reaction. Unfortunately, we do not know when a possible issue might arise, but we can try to the best we can to keep in from happening.
As for incontinence, yes this can happen with COPD, but could also be caused by other issues or a combination of issues, might want to check that a doctor just for reassurance.
Well this is all I have for know, maybe someone else will come on and give us both more ideas. I do wish you luck and hope you are able to get fast answers from your medical team.