I Am Seeing A Doctor, Taking Doxycycline (3 Days Now)

I am seeing a doctor, taking Doxycycline (3 days now) for Cellulitis in my left finger. Took Cephalaxin for 7 days prior that didn't do anything. On Mon 10/24/16, They pierced and took (small amount) of puss out of it to have tested. Finger does not look any better at all, I have been having mild headaches and feeling nauseous past few days; could that be related to the infection in my finger?