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The most obvious question would be did you talk about this with your doctor?
How was it closed, how old are you? Do you regularly visit a doctor for exams to be sure the PFO closure OK?
Other things can cause shortness of breath, rhythm issues with your heart for example. Also, the squeezing or pressing near the sternum, is this under exertion or at rest?
In any case, you should discuss your concerns with your doctor, he/she can order a stress test, or a stress/echo test for further evaluation of your performance under exertion. I'd be careful about exercising until you're cleared by you're doctor, better safe than sorry.
Nevertheless, please fill in the details, I'd be interested in hearing more.