I was a 3 sport athlete in high school and played trombone through college, so I never really had to think about breathing exercises as a standalone thing. My first question is how intense is the exercise? They may be overexerting during the workout, which causes problems with breathing. If the exercise is appropriate for their age and weight, then they definitely need to work on their breathing.

Most people, myself included, are usually pretty lazy with our breathing; we take mostly half breaths, punctuated with the occasional deeper breath. Both types are inappropriate for exercise. Tbh I’d probably start with breathing exercises suited for playing instruments; inhale through the nose, and allow the top of your belly to “expand” first. Then breathe out through your mouth.

This is your diaphragm, it’s properly expanding in this method. Because your diaphragm probably hasn’t done this in a long time, you might notice that your breath is shorter than your typical deep breath. This is normal. You aren’t used to breathing properly, so you don’t have proper lung capacity. The more it’s worked on, the more automatic it becomes and improves endurance.