Looking at that short rhythm strip it looks like you have a AV block - I can't really tell from the strip but it looks like a AV type 1 - but it doesn't look classic to me (gradually prolonging P wave - and then a dropped QRS). Reading your story i'm concerned and I would be getting a fairly emergent consultation by a cardiologist to rule out both PE as well as AV type 2 / 3 block (those kind are really bad).. I know you said the EP? dr wasn't concerned, but given you're symptoms and that short ECG I'd again strongly recommend emergent follow up.
huh? It is hard to tell from his photo as it is too poor of resolution to make out the P waves. Also your terminology of the AV block types is confusing. If it's 1st degree AV block, there is long PR but all atrial impulses are conducted via AV node. 2nd degree type 1 is Wenckebach and benign. Both 1st degree and Wenckebach are both extremely common in athletes with high vagal tone. 2nd degree type 2 is an emergency because it can progress to 3rd degree which is also an emergency because it is complete heart block. However, I have heard at least one EP say that 2nd degree type 2 and possibly even complete heart block AT REST in a highly conditioned athlete who is asymptomatic is not an indication for a pacemaker. OP is not asymptomatic, obviously, so if he had 2nd degree type 2 or 3rd degree it would possibly be an indication. To OP, I am guessing that the reason your EP was not concerned about those dropped beats is that you have one of the two benign types of heart block as mentioned above. The idea for a Holter may be reasonable, to see if you can speed up adequately or if you are having bradycardia coincident with your episodes. I am assuming though that that was done at least for 10-15 minutes during your treadmill test and was normal.
I do agree, however, that you might consider pursuing a more expeditious workup for PE.