Finding it difficult to breathe or being subjectively hungry for air is known as dyspnea, while external breathing cessation is considered as apnea. Most often, dyspnea is considered to be a physiological response of one's body to a high level of carbon dioxide in the blood. Meanwhile, apnea has nothing to do with being physiological.
You can induce apnea voluntarily, just as in the case of trained divers in the deep sea. Apnea only affects the physical process of exhalation and inhalation without affecting the cellular exchange of gases. The things that cause apnea include sleep apnea, opium toxicity, mechanical trauma, choking, strangulation, neurological diseases, and any of the breathing apparatus.
On the other hand, the things that commonly cause dyspnea include respiratory or cardiovascular diseases like pneumonia, pulmonary edema, anemia, heart attack, pneumothorax, asthma, congestive cardiac failure, and etc.