Diastolic HF with low oxygen saturation

After 3 months of cardiac tests, I was told I have HF. Already on the BP med often prescribed, I was told to lose 10 lbs and go on a low sodium diet. After losing the weight, no better 5 weeks later. Then noticed O2 saturation drops when out of breath, to 78-88. More X-rays and lung CT scan. The next step is an exercise test (CPET). Does anyone have this issue? Can’t walk 1/2 mile without shortness of breath and oxygen dropping. I guess I am not the average HF patient.