Thanks for your question on Health Care Magic. I can understand your concern. No warfarin can not cause thirsty feeling or weight gain. But birth control pills having hormones like estrogen and progesterone can cause thirsty feeling and weight gain. These pills can be atherogenic and can cause or worsen Pulmonary embolism. So ideally you should not take birth control pills because you are having Pulmonary embolism. So these pills can be harmful in your case. So better to consult your doctor and discuss all these. It is better to stop these pills and switch over to barrier contraception like vaginal diaphragm or female condom. Hope I have solved your query. Wish you good health. Thanks.