Brief Answer:
You may have intolerance of iron.
Detailed Answer:
Hi, dear
I have gone through your question. I can understand your concern.
You have iron deficiency anemia. You are taking iron infusion. If you are taking oral iron also then there is chancd of gastric intolerance. In infusion chances of gas problem are uncommon. You may have acidity due to some other cause.
You can take Proton pump inhibitors like pentoprazol for a week. If you don't get benefits then you should change your iron treatment.
Hope I have answered your question, if you have doubt then I will be happy to answer. T
Wish you a very good health.