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 don't have RA, but I have ulcerative colitis. I wasn't on pred though at the time I was on warfarin so it wasn't an issue. I have been able to continue with Imuran and folic acid. I also take fish oil supps.
You may want to start with your pharmacist to see if he can suggest alternatives to discuss with your rhuemy to discuss. I'm sure there are alternatives. But they may not be as effective.
It stinks two have two issue going on at once, I know. Do they think your clots are related to the RA?