Can several blood clots in the lung be dangerous or do doctors leave them there?

Can be deadly. The size of the clot dictates how dangerous it is. Very very tiny emboli may not have much clinical consequence, unless it happens frequently. A large embolus that blocks large amounts of flow to the lung can cause symptoms including shortness of breath and even cardiac arrest. Unexpected shortness of breath should always be considered an emergency and evaluated by a doctor right away!