I had a PE about 10 years ago. It was a scary experience. I'll tell you from my episode the leg pain would be excruciating, like the worst cramp you'd ever have. Shortness of breath would be an understatement, I was gasping for air. Its probably just anxiety. Panic attacks do mimic a PE so I get the worry. If you have insurance just go to a minute clinic and they can check your pulse oximitry. Lower than normal O2 can indicate a PE.