Mental anguish does not  always point to psychological distress. Mental anguish can happen due to physiological distress. In their famous textbook of Medical Physiology,on Page 491,  Guyton and Hall define “Dyspnea” as the “Mental anguish that can result from an inability to move air in and out of your body sufficiently to satisfy the demand”.  This results in an  abnormally elevated arousal which is extremely unpleasant.

Paula woke up one night with a sensation of mental anguish. This was the start of her so-called depressive attack. It lasted for over a year. It was unbearable – physically unbearable !  All she could blurt out was “something is wrong!”  She had no idea what. She had physical trouble getting those words out. No one knew what she meant. Words fail us in these situations. That is why we must be wise and we must check the person out carefully to understand what is wrong.

Paula experienced this “mental anguish”  as an immense and continual sensation of physical distress. This sensation woke her from sleep when it started. Then it made it hard to sleep. It was like pain, yet not pain. It wiped out all other sensations, those of hunger, thirst, needing to urinate or defecate, it was all encompassing. It also interfered with her ability to think. And it affected her memory…..reversibly….

She felt awful, not psychologically so much as physically. Her voice changed, sounded weaker, she could barely push out more than 2-3 words at a time. She felt stiff inside.  Her face was stiff, this was partly why it was harder to make her mouth form words. 
Formally counting her respirations with a stop watch would have shown that her breathing was too slow.  I’m fairly sure that her oxygen levels were normal [although this should be formally studied].  It would be hard to tell because her fingers and feet and lips were pale and cold  [vasoconstriction] and her body temperature on the low side of normal.

“When the lung is normal, a severe degree of alveolar hypoventilation, resulting in marked carbon dioxide retention, is not associated with excessive hypoxaemia.” from Respiratory failure   C. Roussos, A. Koutsoukou   European Respiratory Journal 2003     https://erj.ersjournals.com/content/22/47_suppl/3s

Hypercapnia and higher then normal levels of carbon dioxide in the body cannot be measured with a pulse oximeter.  Measurement of carbon dioxide levels require an arterial blood gas test, an unpleasant and painful test not often given to patients who are able to walk around. Her abnormal breathing rate would suggest that her carbon dioxide levels would need to be checked.

Hypercapnia is a type of respiratory failure that is hard to measure.
Hypercapnia is a form of poisoning, if you like, that can induce an unpleasant internal state of distress..felt as a mental anguish.