Can there still be infinite recursion if I remove all left recursion?
Take a look at the following rule in the original grammar.
$\quad S \to aSb \mid bAS$
If you start generation from $S$, you cannot get rid of $S$.
$\quad A \to AaA \mid bAA \mid AAa \mid bAb $
If you continue applying production rules from a sentential form that contains $A$, you cannot get rid of $A$, either. 

These rules are called unproductive rules. Unproductive rules and unreachable rules are called useless rules. You may take a look at this question.

If there are useless rules in the original grammar, there will be useless rules after the transformation by pure left-recursion removal procedure. That is why you see "there is still infinite recursion because $A$ calls itself repeatedly". There is nothing wrong with your transformation to that non-left-recursive grammar.

Those useless production rules can be remove by some algorithms.
We can see that the original grammar in the question will become empty after such cleaning. Indeed, the original grammar generates the empty language, the language that contains no words.