Since you have history of pulmonary embolism
and on treatment with lovenox, developing sympotoms of chest pain
and shortness of breath
despite medication is alarming.
I suggest you meet your physician at the earliest for re evaluation and also see your gynecologist.
At 32weeks maximum cardiovascular changes occur in pregnancy
and so it might be that your lovenox dose is now being inadequate as per your requirements or a fresh site of embolism is developing.