This is difficult...and probably a bit of uncharted water for your vet.

It is also very difficult to extrapolate clinical trial data and apply to the real world, especially when the trials need a longer time frame to demonstrate the desired primary outcomes.
Thank you for such a well-written and thought out reply, Kate. As usual, you are my scientific to normal language translator.
Firstly, the co-comittent use of steroids, plus the pre-treatment with Doxy. Both of these treatments in the protocol are designed and have been shown to be effective in reducing inflammation. Secondly, the doxy will render the adult worms sterile, we know, through the ultrasound, that the worms were undetectable, so the chances of an increasing wormload are non-existent, and we know it's the adult worms that cause the progressive damage.
Don't know if it's important to mention, but as of yesterday, the vet has decided to do only one eight day treatment of Prednisone (steriods), 4 days prior and 4 days after his next topical Advantage treatment.
Also the standard treatment with melarsomine injections calls for 1 to 2 months pre-treatment with doxy, but the slow kill is intermittent doxy and once monthly Advantage. The doxy makes the adults sterile over time and the Advantage slowly, over 10-13 months, kills the existing adults.
What worries me is that the existing adults are damaging his lungs or making their way into his heart over the next year. Bursts of exercise - i.e. zoomies - could increase damage to heart and lungs while the worms are still alive and then once they are dead, increase chances of an embolism.
I agree with you that the chances are low, but it's hard not to worry.
Also he has increased inflammation - we've already seen that in his prior blood work - that was attributed to Leish. Now I'm starting to wonder if it's actually from the heart worm. Are there different kinds of inflammation caused by different diseases? Does the Leish inflammation complicate heart worm treatment?

It's so confusing.
Monitor breathing, gum colour, appetite and keep a daily journal so any physical changes can be picked up early.
Argh, I should never google things like "Pulmonary embolism death in dogs". It looks like there isn't any progression to monitor. If he gets an embolism, he's dead in minutes or he gets treated with oxygen and the prognosis is poor as blood thinners apparently don't work well in dogs.
Zoomies just went from the happiest thing on earth to something terrifying.
Excuse me for venting, but right now I hate hate hate the Spanish perreras that either kill the dogs right away or just leave them outdoors in cages with no protection from Leish, heart worm and all the other nasties. I know why they do it and I know there are good people fighting against it, but I'm just so angry.
I'll get over myself and get on with it, I'm just having a moment.