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Im sorry to hear about your symptoms. From what you are describing it sounds like that you may have developed an infection. This can be a bloodstream infection if you dont have any other obvious site of infection. The sweating as well as headaches alongwith the shaking can all indicate that you could be developing a fever. Now this can certainly be due to the iron infusions or even due to the blood transfusion. Sometimes there is a delayed reaction to teh blood products however that is usually delayed by 24 hours at the most. However it is possible that you could have gotten an infection because of the blood itself.
Now given your current situation i would strongly recommend that you proceed IMMEDIATELY to the urgent care center and have this evaluated. Im worried that you do have an infection and you may develop sepsis if it is left untreated. The shallow breathing, shaking, sweating all worry me especially. This is why i would STRONGLY recommend a visit to the ER or urgent care center ASAP.
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You need to get the following tests done,
COmplete metabolic profile including liver functions, renal functions, electrolytes
In the meantime, check to see if your temperature is too high or too low, that can indicate an infection also try using OTC tylenol which should control some of the symptoms but i do feel you need to have this evaluated quickly.