Final answer:
The nurse should immediately report the client exhibiting sudden difficulty breathing, as it can indicate a serious and potentially life-threatening condition that requires immediate medical attention.
Step-by-step explanation:
The nurse should recognize sudden difficulty breathing as a priority to report to the charge nurse. This symptom could indicate a serious condition such as asthma exacerbation, pneumonia, pulmonary embolism, or other critical respiratory issues. Early intervention is critical in managing respiratory emergencies. Mild headache, elevated blood pressure, and dry skin are concerning but generally not immediately life-threatening, whereas sudden difficulty breathing could be a sign of respiratory failure and requires prompt attention.