Breath Control is a skill taught to Waywards at Exillium. Keefe Sencen's trick is to wiggle his toes to distract himself, which he taught Sophie Foster. He learned it from his time with the Neverseen.
Sophie holds the record in Exillium for holding her breath the longest, lasting an impressive 46 minutes.
Kesler taught Dex breath control at some point before the series. Linh has a hard time with breath control because Waywards practice underwater, which gives her anxiety. Sophie helped her get over it in Book 4: Neverseen by inflicting positive emotions on her.