Best exercises to improve cardiovascular system in relation to calorie spent?

The title says all, I’m a male, 5% body fat, 18 years smoker that is already struggling to eat enough to earn muscle with minimal fat gain on a clean bulk diet (relying on supplements only when can’t fulfill my needs and no junk food) but I also practice martial arts and my cardiovascular system can’t keep up to my necessities. I can get out of breath like when you run a lot just by doing legs or abs exercises and doing too much heavy exercises without rest between them.

So which exercises would have the best ratio of calorie spent to improvement on cardio measurements such as VO2 max?

Or in other words, which HIT will be the most “hard” to my heart and lungs with less calories spent?

I’m sure must be any studies, empirical evidence or hard data comparing the results of many HIT training methods, to see which is most effective?

Observations : Ideally I would like to spend at most 20-30 minutes for this 3-4 a week, the less the better.

Goals : My first goal is muscle growth. I’m on a gray area about working on muscle growth and fat control, and at same time improving my cardiovascular system, that’s why I’m asking here, its essential to know things like to build a routine that’s optimal according to my goals and desires and that is not at odds with others goals. I’ll measure how long I can keep my heart rate at 80% and my V02 Max weekly. ( I appreciate any tips on better measurements I could use)