Were you feeling high levels of anxiety before you felt lightheaded? When I get lightheaded, which I do quite a lot, it is almost exclusively because I'm -- and I know, I know, you'd think I'd have learned or that my body would just KNOW, but -- NOT BREATHING.
And if I am trying to breathe, if I'm aware of it and attempting to calm down or doing breathing exercises or whatever it is, sometimes that's not enough. Sometimes I just can't get my breathing all the way into my body instead of just at my chest (because, in fact, breathing is a full-body experience and not just about your lungs).
So I do acting exercises. Specifically, I squat. It is almost impossible not to breathe into your pelvis if you're squatting. Obviously you can't do that while you're driving, but if it gets really bad, you should probably pull over until it passes. The other thing that I've been taught to do -- for acting, hooray! -- is that if I'm really not breathing and I'm getting lightheaded because of something I'm bringing up, I find something to hold onto with both hands and I squeeze as hard as I can. I'm not totally sure of the mechanics of that one, but I imagine it's a relieving of pressure and it also allows for grounding.
I feel like I should start a thread of helpful acting exercises or something.