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.
A PE really does a number on your head, we tend to become hypervigilant to things we would have ignored before. I found it helpful to remind myself that I was already getting the treatment for a clot. From what you're describing, to me it sounds more like you managed to twist or hurt your right leg/ankle a little. Good luck with your healing!