Herring is fine.
Fish can sometimes cause stinky poops, but that's the only concern, and it's typically when fish is the main ingredient. Even then, it depends on the hedgehog. Some people have fed fish-based foods with no problems.
My guess for her problems would be a skin infection. She's around the right age for quilling, which would cause the quill loss, grumpiness, and sensitivity. That's all normal for quilling babies, since it hurts. Since there's many quills breaking the skin as they grow in, that opens the way for potential infections. Go ahead & call for an appointment with the vet. You can get Revolution to treat her with just in case it is mites (it's usually easier to just treat for mites to rule them out than test since it's very easy to get a false negative if you don't scrape or check where the mites are). The vet will probably also do a skin scraping to test for an infection.
Good luck, and hopefully it turns out to be nothing!