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 most docs don't recommend a second scan after coming off, unless your clots were complex or large or there were heart issues involved, etc. I would ask your doc why he feels it's not necessary. That may help you if you understand his reasoning. And you should share your concerns with him too.