When you become castrate resistant, it's a new mutation which has developed which is castrate resistant - the original cancer is still being controlled, which is why you stay on the basic hormone therapy.
Some trials have shown that if you're on Abiraterone, you don't need Decapepty or other injections as the Abiraterone also stops the testicles making hormone therapy. In the UK, you are unlikely to be able to get Abiraterone on the NHS unless you are on a regular hormone therapy too, as this wasn't known when the rules were drawn up.
However, it's unlikely to be the Decapeptyl which is directly causing the side effects, it's the loss of Testosterone. So switching to a different way of suppressing Testosterone is unlikely to make any difference.
Having said that, I don't really understand what causes the breathlessness symptom. Hormone therapy does lower your hemoglobin levels, but only from the male range down to the slightly lower female range, so I don't think it can be that alone.