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.

Totally understand that fear. I hope you feel better soon
But everything does get better! Today I do not have any anxiety. I do become more scared when I have asthma attacks for instance, or strange pains in the back or chest, but not more than I am able to handle. The first weeks and months after a PE is really really scary though!