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 had heart damage form the clot and treat it can make you feel winded and short of breath. Most heart damage from a PE corrects itself.
My clots were really significant. Not saying your aren’t but just making a point that despite the heart damage, the extent of the PEs and DVT, I fully recovered. So trust that you will too. You just experience a lot of stuff during recovery that makes you think you are never going to get better, or that you are not getting better at all.