Breathing from the Diaphragm
When someone suggests to you to "breathe from the diaphragm," what they're really suggesting you do is to open your airway... the throat, oral cavity, tongue (dropped) and mouth so that the air traveling through you and the harmonica is warm. This provides a large, resonant chamber for tone production... a lower probability that your tongue will be raised somewhere along its length (causing unintended side affects to reed vibration) and lowering the probability of you playing too loudly (causing premature reed failure).
Sounds like a good suggestion.