u/melon8765 is correct! you won't hear anything with the stethoscope. The above one is a good one if you can get it. Pulse ox is good, but I collapsed my lung and never dropped below 99%. If you know your vitals that will be a large tell if they are deviating from the normal. My Heart rate was 20-30 beats higher than normal while resting. And I was an idiot and walked around with my pneumo for three weeks.
Wait, you can control what lung you use? Haha, that's pretty nuts. I did cough a lot up to week 3 or 4, and it just slowly got better. I like to think the exercise helps. I definitely had soreness on the left side the first couple weeks, and was super paranoid at first, but it slowly got better and I thought about it less and less. I feel like pnuemo's have a huge psychological effect, at least for me.
I'm pretty thin myself, about 6'3 and 170 pounds. After surgery and not doing any lifting for 6 weeks, I dropped to like 155, which is pretty ridiculous. I'm back up to around 165 now, which is better, but I'm also trying to put more weight on. I'd definitely try a weight program once you're clear to (I was told to wait 6 weeks, then start with light weights). Keep up with the protein, but do it in addition to normal meals. Maybe find one you like. I've tried a bunch, but like this brand (30 different flavors, I like the mocha one personally):
https://www.amazon.com/Optimum-Nutrition-Standard-Protein-Chocolate/dp/B000QSNYGI?th=1
Only being three weeks out, there's not a ton you can do to put weight on outside of eating right. Maybe some light biking if your Dr. allows it. Mine pretty much let me do light cardio right away, only putting the 6 week restriction on the weights. I'm hoping the VATS fixed this for good and it's no longer an issue, for either of us!