Can an ear piercing that has gotten infected cause other problems?

I got my ears pierced 5 weeks ago and since then i have had to change the earings to sleepers as the studs that were put in were to Small for my ear. After that I had no problems until about a week ago i got the sleeper caught on a pillow and pulled the clip part through the hole. It has become infected (i clean it regularly and spray with anteseptic spray). I have started developing headaches and have been vomiting. Could the infection in the piercing have caused this?