Can filler in cheek cause bags under eyes? I massaged it and it's much better now..

If the filler was placed to high and too superficial to the underage area, it could hydrate and create the appearance of a bag. It could also be temporary swelling from the injections themselves. Give it a few days and re-asses. if it is persistent, and the filler is a hyaluronic acid, it can be dissolved.

There are many hyaluronic acid fillers that are commonly injected in the face.  Some of these products are more hydrophilic (attract water to the injected area) than others.  Voluma is the least hydrophilic of all the hyaluronic products available in the U.S..  Other products such as Juvederm Ultra, Juvederm Ultra Plus, Restylane, Restylane Lyft, and Restylane Silk cause significant edema (swelling).   When placed superficially near the lower eyelids, any of these products will produce "bags" (edema) under the eyes. It is unusual to have the swelling you describe with Voluma.  Please confirm the filler used and the exact location you received injections.  You are welcome to upload your photos for review.