Bit short of breath

Hey ladies, I found out last week I'm pregnant ♥ ♥ ♥ so so so happy (5weeks tomorrow 🤞)

I've been feeling sore breasts and fatigue but also a little short of breath from time to time (like after climbing up the stairs) literally for like a couple of seconds only.

So I didn't think anything of this but when I told my doctor he got a bit dramatic and said I should get checked for a possible pulmonary embolism just on the off chance which I just feel like is so unnecessary (I don't want to have scans and radiation for something so unlikely)

So my question is have you ladies ever experienced a bit of shortness of breath early on? Is it normal or should I be a bit panicky? I just don't want the radiation unless I really was worried! And apparently if I reject the scan they'll put me on blood thinners for the whole pregnancy... Again what?!

Any advice? X