Sleep Paralysis is not physiologically harmful. If the person woke up with shortness of breath, assuming it wasn't anxiety, then they could also probably have sleep apnea. Sleep apnea rarely causes death, and would mostly ever do so while complimenting another condition. Purposefully keeping your throat obstructed like that during sleep paralysis I think would only be as effective as trying to hold your breath as long as possible. Your body intrinsically reacts to less oxygen during sleep and would immediately wake you up.