The main objective of this work is to utilize state-of-the-art deep learning approaches for the identification of pulmonary embolism in CTPA-Scans for COVID-19 patients, provide an initial assessment of their performance and, ultimately, provide a fast-track prototype solution (system). We adopted and assessed some of the most popular convolutional neural network architectures through transfer learning approaches, to strive to combine good model accuracy with fast training. Additionally, we exploited one of the most popular one-stage object detection models for the localization (through object detection) of the pulmonary embolism regions-of-interests. The models of both approaches are trained on an original CTPA-Scan dataset, where we annotated of 673 CTPA-Scan images with 1,465 bounding boxes in total, highlighting pulmonary embolism regions-of-interests. We provide a brief assessment of some state-of-the-art image classification models by achieving validation accuracies of 91% in pulmonary embolism classification. Additionally, we achieved a precision of about 68% on average in the object detection model for the pulmonary embolism localization under 50% IoU threshold. For both approaches, we provide the entire training pipelines for future studies (step by step processes through source code). In this study, we present some of the most accurate and fast deep learning models for pulmonary embolism identification in CTPA-Scans images, through classification and localization (object detection) approaches for patients infected by COVID-19. We provide a fast-track solution (system) for the research community of the area, which combines both classification and object detection models for improving the precision of identifying pulmonary embolisms.