Hi Kathy, and - this is a topic that has come up many times within the community. It is not always easy to understand how one can be having difficulty breathing and still have an acceptable oxygen saturation level. Sadly, it is the nature of the disease.
In the COPD-diseased lung, such characteristics as gas trapping, ventilation-perfusion mismatch, over-distended lungs and loss of lung elasticity, all contribute towards the sensation of breathlessness. For some folks, the breathlessness is associated with a lower oxygen saturation while for others, the numbers can remain acceptable.
We actually have an article published, right here on COPD.net, which focuses on this very subject. For your convenience, here is a link to that material: https://copd.net/search?s=oxygen%20saturation%20and%20breathlessness.
I do hope this information is helpful for each of you in a practical way.
Wishing you well,
Leon (site moderator COPD.net)