Shaking and exceptionally rapid breathing are both signs that a rabbit is scared. Rabbits are prey animals unlike dogs and cats, so when you pick them up their instinct tells them that you are going to eat them because in the wild, the only time a rabbit gets picked up is when a predator catches them.
By the way, are the male and female separated? They should be separated if you did not get them as a bonded pair. It’s most likely they are not bonded since they are still intact, because intact bunnies will 99% of the time not get along with each other due to hormones. They will either constantly fight (out of territorial instincts), mate (which results in unwanted litter), or both.
To bond them, you need to get both of them neutered/spayed and go through an official bonding process. I know this isn’t related to your original question, but since you are a first time bunny owner, there’s a lot to learn and you can also go to the BUNNY INFO section to know more 