Sometimes there is a persistant mycobacterial infection. These are bacteria without cell walls. There are not exactly bacteria. Although it isn't done, I would suggest a fluoroquiinalone challange. Get your physician to prescribe a week of Cipro, which is a specific antibiotic that will sometimes clear up these infections. They are difficult to diagnose and interfere with transfer of oxygen. Of course that may not be the problem. You need to get a second opinion from another pulmonologist.