Answer:
No, this is not normal and should most likely be checked out by your orthodontist. I am familiar with the discomfort of expanders for teeth, but they only hurt when they were being tightened. I am not very familiar with how they actually work because I am not a professional, but going off my own experience, this is not normal. I would recommend getting this checked by a medical professional.
I'm really sorry you are hurting though! I hope it gets fixed!