Pulmonary Embolism Support Group
By far the most common form of pulmonary embolism is a thromboembolism, which occurs when a blood clot, generally a venous thrombus, becomes dislodged from its site of formation and embolizes to the arterial blood supply of one of the lungs. Symptoms may include difficulty breathing, pain during breathing, and more rarely circulatory instability and death.

I think anxiety for sure is common. And depression too. It does get better over time but it's also something you don't have to ride out. I went to counseling for a brief time after my PE for the anxiety and it was really helpful for me. Some people take meds to help too.
You'll be ok. The anxiety is really powerful. Try to manage it. Besides meds and therapy, there are things that help, like medication, yoga, etc.
(I was diagnosed on October 1)
I'm completely exhausted all the time. Also, feeling very down. In reading other posts I realize this is to be expected. I'm wondering how I'm gonna be able to go back to work. It has been cloudy and rainy which affects my energy anyway. I guess I'm wondering how long it took for others to return to work.