4 weeks old baby is crying after hepatitis b vaccination, she has been fussy for 2 days after. Eats well but sleeps lesser than normal in day time. Is this a problem?

Probably not. Low grade fever and fussiness for 48 hours are pretty common "normal reaction" to hep b vaccination. In case fussiness persists beyond 48 hours or temperature goes over 100 f, seek advice from baby's primary care physician.
NO. Hepatitis b shot given.Did you give tylenol (acetaminophen) for pain? Cold compress for swelling? The reaction is normal for baby shot. He will be ok soon.