Hi Sue: You must be referring to isinglass, a gelatinous protein material obtained from the air bladders of sturgeon and other fish. Isinglass is sometimes used as a fining agent (filtering is a different process) to clarify and/or soften the texture of wine. Every study I know of says that protein coagulants such as isinglass completely bind, like velcro, to unwanted tannins and other particles in the wine, and then together the substances precipitate out of solution, so that the wine can be racked off of them. So it seems unlikely that fining of this sort would produce a reaction.
On the other hand, allergic reactions are serious and the best recommendation would be to consult a doctor. Note that many winemakers prefer not to fine their wines at all, believing that this process removes natural flavor and texture.