I have had legionnaire's disease and been treated with large doses of erythromycin. Is there any chance that the bacteria are still in my system, remaining a threat?

No. Once cured of acute infection with legionella sp. There is no residual occult infection or carrier state.
Illness. There is always a chance, but most likely not. Legionnaires is a disease that is treated with antibiotics, but if you have a strong immune system, you should develop antibodies to help protect if you were infected again. You could still get sick, but it would be much less serious.