Are you gaining more weight around the mid section / abdominal areas in relation to your overall weight gain?
The answer may lie in that you smoke too much. Clinical research has shown that “smoking is a risk factor for abdominal obesity“.
http://ajph.aphapublications.org/cgi/content/abstract/99/2/348
Stop smoking if you are working hard on losing weight. The additional benefits is that you will no longer encounter shortness of breath during workouts.