In the Langenscheidt I found this expression:
unter Stress stehen (1.)
Then I consulted also the Duden:
im S. sein; im/unter S. stehen (2.)
where S. stands for stress.
In other words, as far as the context of Stress is concerned, one can use the prepositions in and unter with stehen, but not with sein. More simply put, I cannot say: unter Stress sein. Why not? Why does it work only with stehen? What are the subtle differences in imagery (which I am not catching) that these two verbs evoke, such that unter is possible with the first, but not with the latter?