If you feel that bad, lay however you need to lay. You could always use a wedge so you are kind of laying on your left side.
Lay how ever you feel the most comfortable. Our bodies are good at telling us what we need.
There is nothing wrong with laying on your right side. Left side is best because the baby gets the most oxygen so they do recommend it. I'm 34weeks on Monday and have severe lower back pain, sciatic pain, and shortness of breath so I understand but I lay however I'm most comfortable. All night long I switch back and forth between my left and right side, whichever is most comfortable at the time. The only thing I wouldn't recommend after the 2nd trimester is laying flat on your back. Other than that I agree to lay however feels best for you, and use lots of pillows!