Well, I was 33 weeks pregnant, and was having shortness of breath, also... I have anxiety so the shortness of breath was very much different from tje normal anxiety. I couldn't even walk five feet without having to sit down and TRY to breathe. I went to the e.r ( by orders from my o.b) had a c.t scan and they found multiple p.e in BOTH of my lungs.... I had to be on injections of blood thinners untimely my son was born (Aug 30th). After that i had to start coumadin for a six month treatment course. I NEVER expierenced any PAIN.