What are the signs of pulmonary embolism? I have bad anxiety and get chest pain most days.

The signs are.. ...Sudden shortness of breath and chest pain. However, if this is something that happens to you daily, you have, as your question reveals you already suspect, an anxiety problem, not a pulmonary embolus. There are many ways to lessen anxiety. Good sleep and nutrition, daily exercise, yoga and meditation, and medication.
See below. While chest pain and a sense of anxiety can accompany pe, typically an acute shortness of breath signals a major pe. If you have risk factors for clotting, you should see your doctor.