Legs are weaker.....Feet always cold, short of breathe......Toenails slight purple.....Could you have a pulmonary embolism developing? Any blood test?

Possibly. Did your symptoms appear suddenly, or have they been developing over time? There are a number of causes for these symptoms - heart failure, venous insufficiency, thyroid conditions, arterial disease, blood clots - and you should see your doctor to be evaluated for all of these things.
Not likely a PE. The good news is that it isn't likely to be a pe. However, it certainly sounds as though you would be wise to get things checked out. There are lots of possibilities for what it could be. There might very well be some blood tests that you need to have done but it isn't possible to make any recommendations to you for what should be done without you having an examination from a physician first.
Too many possabiliti. Too many serious possibilities to ignore; get thee to an emergency room or doctor now!

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Pain/swollen vein in right calf for 2 weeks, shortness of breath and small cough for 1 day, risk of DVT. Could I have a pulmonary embolism?

Possible. I would see your primary care doctor as soon as possible, especially if shortness of breath persists. They will be able to determine. This might even be an instance to go to the ER. It is difficult to determine based on the evidence in the question. Read more...