Wow! Someone else with my exact issue!. Had this awful problem several years ago when camping in Yellowstone at 8400 feet. Same thing....not bad at day but middle of night I started to feel like " there was not enough oxygen in the air....awful feeling...and scary. Went through two nights like that before we figured out what was going on. Headed down the road and problem just disappeared once I was below 5000 or 6000 feet.
Did as you did...saw a doctor with similar results. He did suggest I start taking Ferrel Sequels iron supplement before ascending altitude again so I got some. I started taking multi-vitamins with iron supplement regularly.
I also purchased several cans of oxygen to keep in our motor home....got them from Amazon: http://www.amazon.com/Boost-Oxygen-Natural-Energy-Ounce/dp/B005SUEVHU
I really have not stayed at such elevation since that episode years ago, but I have used a couple breaths of the canned oxygen a few times at night when staying around 6000 feet. I don't know if I was starting mild altitude sickness or just having slight mental panic ...but the oxygen seemed to alleviate the issue. It is calming just to know I have it.
Good luck!