Have a PFO could this be cause of breathlessness on exertion?

Pfo. Pfos can be found in 20 to 30 %the normal population . It would be hard to correlate to symptoms of breathlessness.
Usually not. Pfos or patent foramen ovale is relatively common and usually not associated with symptoms (a small hole between the two top chambers of the heart). Rarely if you have high pressure in your lungs (pulmonary hypertension) a pfo can be associated with shortness of breath.