Hi. I had a pulmonary embolism (well, two clots actually) when I was around 20 weeks pregnant with my twins.
They are now 18 months old and healthy and I am healthy too 
It was a really worrying time though so I understand how scared you must feel. The main thing is, you have fragmin injections now. This means that, if you do already have a clot, you are safe because the injections will stop new clots forming & eventually any existing clots will break down.
My labour wasn't great. Unfortunately I went into labour straight after having a fragmin injection, which meant I had to have a c-section under general anaesthetic (you can't have an epidural until the fragmin has been out of your system for 24 hrs). I also needed a transfusion. However, this was the worst case scenario (consultant said he had only known of one other patient who this happened to!) and it still turned out okay in the end anyway.
I had to have a c-section but if a natural birth had been an option then the fragmin wouldn't have been such a problem.
I carried on with warfarin for three months after the birth and then stopped. My lungs are back to normal now, apart from a little bit of pain if I get a bad cold/do really strenuous exercise. This is from scar tissue and it is getting better over time.
I can't think of anything else to tell you really. Oh, actually, if you do turn out to have a clot, don't panic if you wake up suddenly at night with chest pain & breathlessness. I was really scared when this happened to me. When I phoned the clinic the next day after this first happened, the nurse was really blasé about it and just said "Oh yes, that is to be expected". It would have been nice if I'd been warned about that in advance!
Good luck, I hope the scans come back clear 