The top right one makes sense, she's in the vessel, and it's going to run out of oxygen sooner or later. The bottom left also makes sense because she's backstage at the Monster Ball, and most likely, she just got off the stage after hardcore dancing and singing, so she's out of breath.
The one on the bottom right is not for her lungs, it's for her vocal chords. Sometimes singers after singing alot their vocal chords get kinda inflated and dry, so they have to inheal steam to make them humid so the inflamation goes away!
I worry a bit about her health. A 26 year old in very good physical condition should not need oxygen on a regular basis. Same thing with puking... it's not normal.