Weird stomach/iron deficiency anemia problems

I am worried and really confused.  I have iron deficiency anemia in which I am taking iron supplements for. I just started taking them about a month ago but my symptoms are still present.  Most of my symptoms, I believe are related to the iron deficiency (tingling, electric sensations, cold sensations), but I also get bone pain, itching, SOB, cold sensations in my body, and what seems to be various organ pain.  I also have been having stringy bowels for about a year now and whenever I throw up, all my symptoms get worse.  I don't understand, could it be that whenever I throw up, I do something inadvertently to my body?  Plz help...any advice would help me.