Upper UTIs are infections of the kidneys. These are potentially life threatening, if bacteria move from the infected kidney into the blood. This condition is called sepsis. Sepsis can cause dangerously low blood pressures, shock, and death.
So whe you hold your breath, you stop getting oxygen in your lungs that go to your heart. The oxygen level in the blood drops, so your muscles need more oxygen, so the heart pumps faster. This is like running, your muscles need more oxygen so heart pumps faster
When high blood pressure causes the heart muscle to thicken, there is less space for the oxygen-rich blood to flow from the lungs into the chamber or ventricle that pumps it to the rest of the body. This can cause blood to back up into the lungs, causing shortness of breath.