The ozonator I have is from Nature-Kleen, I've done both vaginal and anal ozone insufflation. After the first vaginal insufflation, my chronic yeast infection was gone. Did it a couple of more times to be sure. Anal insufflation was a major part of curing my leaky gut. Gave myself these treatments in the bathe. As far as embolus goes, I don't see how this is possible unless the excess ozone is totally trapped.
The risk of embolus comes from gases entering in to the bloodstream. Pressure is the biggest factor. Many ozone units are designed with such a high concentration output that the oxygen flow rate has to be really upped to get the ozone concentration down to safe limits.