One high BG is not enough to harm your baby. The risk is when it is high overtime, especially in the beginning. Ketones are alarming, but as long as they cleared up quickly I would not worry. The pump is a lifesaver, but when it fails, it fails bad! I've had a few bad sites here and there, but nothing too bad thankfully.
If your BG was high and ketones present that would not go down over a reasonable amount of time, I would definitely call my doctor.