Welcome to Healthcaremagic.
Yes, the pain in the chest you have could probably be due to the gastritis
caused by the oral iron preparation.This is very commonly encountered side effect of the oral iron.
You may have to take antacids when on iron treatment and also a week after stopping the iron preparation.
Also you can discuss with your treating doctor and plan on taking parenteral iron preparations in the form of injections.
Wish you good health.