Where does air come from according to the Bible? Was it air that YHWH breathed into Adam's nose? If so, how can air be created when it is a part of YHWH?
You're not understanding the basic premise of existence.
Heb 11:3
3 Through faith we understand that the worlds were framed by the word of God, so that things which are seen were not made of things which do appear.
KJV
Per God's Word, especially in Scripture like 1 Corinthians 15, TWO different dimensions of existence are revealed, this earthly one we live in, and the heavenly one where God and the angels dwell, the first one is of material matter, the latter one is of Spirit.
The above verse is a declaration of the first law of thermodynamics, i.e., that material matter can neither be created nor destroyed. It can only change its form (liquid, solid, gas, vapor). That material matter did not create itself is PROOF of the existence of something 'outside' of the material world that created it. It is pointing directly to GOD Himself as Spirit having created matter.
Air is of this earthly dimension of matter. It is a vapor made up of about 20% oxygen, about 5% or so inert gases, and the rest is nitrogen. GOD is not air. GOD is a Spirit, of a totally different dimension of existence.
The "breath of life" in Genesis is pointing to two dimensions, because our flesh bodies must have earthly 'air' in order to sustain life. But we are not just flesh only. We also have a spirit with soul which God places in... our flesh at birth. Ecclesiastes 12:5-7 reveals there is a "silver cord" that keeps our spirit attached with our flesh. When that silver cord is severed, then our flesh goes back to the earthly elements where it came from, but our spirit goes back to God Who gave it. Thus the two separate dimensions.
In John 3, Jesus said that which is born of the flesh is flesh, and that which is born of The Spirit is spirit. That also is pointing to the two different dimensions of existence.
In the 1 Thessalonians 4:15-17 Scripture, the 'air' referred to is actually aer in the Greek meaning 'breath'. It is actually pointing to the change to the "spiritual body" of 1 Corinthians 15 that will manifest on the day of Christ's 2nd coming.