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 it's complete CRAP that you get a call like that with no explanation, and if it were me, I'd be on the phone NOW, getting some freakin' answers from somebody.
I'd not panic yet. I'd try to get information first.
When do you see your hema? Did you leave him a message to call you when he has some time? If he doesn't call you back, ask to speak to a nurse. It's usually better than trying to work through a receptionist.
I agree with @rnb that the hematologist owes you an explanation as to why he's suggesting a rheumy referral. Alternatively, if this is causing you significant stress, try calling the rheumy's office each day to see whether there's a next-day cancellation where you might get squeezed in for quicker answers.