Has anybody been frustrated by having the symptoms of physical anxiety (pains, shortness of breath, etc), but having no thoughts in your head at the time? This is what I'm dealing with now. It's like my body and mind are out of sync, body feels anxious but mind feels calm. I've been to a therapist before who would ask me what is going through your mind at the time when you get these sensations and I would always say I DON'T KNOW!

For example I posted about a month back about a pain I was having in my sides. It has subsided, sure enough it was anxiety. However I'm still getting a major bout of it when walking into work from the parking lot in the morning. This is pretty much the only time I get it now. I don't understand it, my job is very flexible, don't really feel stressed with it (again mind body out of sync) and I actually like it for the most part. Why this association? Are my thoughts purely subconscious at this point?
Being aware of your physical sympthoms and monitoring are anxious patterns.

You get anxiety by focus on something. When you are anxious about physical things you're not necessarily thinking consciously but you are clearly showing obsessive patterns of worrying. This of course is bothering you.

If you catch yourself more nervous, shortness of breath etc, first you need to know Thar this sympthoms happens for many things. Second, do not be afraid of this sympthoms. They don't represent anything, this includes being anxious. Third, ride them, accept them, be OK with them, invite them. And soon enough your focus will start to vanish. And as a consequence anxoety will fade out
You Can Do This~
You certainly will have thoughts that bring on the anxious feelings. The thing with thoughts is they can be so quick to catch. If I were to guess (I'm no therapist) I would say you are fearing the physical symptoms, "I don't want these sensations"..... 
If so, that is the thought.... anticipation.
Fearing your fearful sensations.
Other than that, there are some people who have had bad experiences in the past, car accidents, violence against them, a family trauma etc...... and at the moment of you feeling that fear, for example a certain smell was in the air..., a certain fragrance of perfume. The brain catalogues this smell as something to fear as it happened at the same time as the traumatic event. So when you smell it you get anxious symptoms. 
This can happen with anything during a traumatic event. Music, smells, sounds etc.
If you are watching a beautiful sunset one night and someone then calls you to tell you your entire family were killed in a airplane crash, would you look at a sunset the same again? How can something so Beautiful bring so many feelings of sadness? 
It's the way the brain works. It's interesting. 
It may be just some residual anxiety, in the form of symptoms, coming up to your consciousness.

Just leave it be there, no need to be afraid of it, and continue on with your day 👍