Is it true that douching with the showerhead can cause an air embolism? I did it earlier and now im getting paranoid about it (anxiety) ive had since

Possibly. Douching during pregnancy can cause an air embolism. I wasn't able to find reference to douching with a shower head in a non-pregnant state. But I would avoid that activity as douching upsets the normal vaginal bacterial and yeast balance and predisposes to bacterial infection of the vagina(bacterial vaginosis).
VERY RARELY. Air embolisms are rare and usually related to either medical treatment (IV placement, surgery) or specific activities like diving. There are rare cases of air embolism from vigorous oral sex but the air can get in only if there is already an injury to the vagina or uterus particularly during pregnancy. I'm not a fan of douching but not for this particular reason.