What artery and vein are in clavicle region?

The major vessels are the subclavian artery and subclavian vein.

Blood flow to the heart does not come from the clavicular region (except in the case of a coronary bypass using left internal mammary artery). The coronary arteries arise from root of aorta, deep inside the chest. So it is unlikely to be hurt by a pressure in the clavicular region. But chest pain developing while you are on treadmill definitely needs full evaluation by your physician at the earliest.