Is it safe to have sex on your period? since its more open down there isn't it a big risk of issues & air embolism during your period? must i say no??

It is safe: Sex during a menstural period can be a bit bloody, so one consequence is blood-stained sheets, clothes, furniture, etc... Pregnancy is usually not possible, unless sex is at the very end of a "long period" and sperm stays alive for several more days until the next ovulation happens. In real life, air embolisms from typical sexual intercourse (penis-vagina) is not something people worry about.