All perfect praise be to Allaah, The Lord of the worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
As long as you did not make Tawaaf Al-Ifaadhah, you are still in the state of Ihraam, and thus you are not allowed to have sexual intercourse with your wife because you performed partial termination of the state of Ihraam by throwing the pebbles and shaving your hair. Partial termination makes everything permissible for you except for having sexual intercourse. You are not held accountable for the sexual intercourse that you might have had with your wife before you knowing this ruling, because you did it whilst unaware of the ruling of Sharee‘ah. Allaah The Almighty Says (what means): {And there is no blame upon you for that in which you have erred but [only for] what your hearts intended. And ever Is Allaah Forgiving and Merciful.} [Quran 33:5]
You have to return to Makkah in order to perform Tawaaf Al-Ifaadhah. You also have to perform Sa‘y between As-Safa and Al-Marwah if you performed Tamattu’ type of Hajj or if you did not perform Sa‘y along with Tawaaf Al-Qudoom. That is because Sa‘y is invalid unless performed after a valid Tawaaf. Once you do that, you will have completed the rites of Hajj and cleared your liability.
However, if you cannot go to Makkah, then you are Muhsar (i.e. prevented from completing the rites of Hajj) and thus you can end the state of Ihraam by slaughtering a sacrificial animal. If that was your obligatory Hajj, then you are still under the obligation and you have to make up for this Hajj as soon as you are capable of that.
On the other hand, if this was an optional Hajj, then you are not required to make up for it. In case you cannot afford a sacrificial animal, you can end the state of Ihraam by fasting ten days like the pilgrim on Tamattu’ who cannot afford a sacrificial animal.
Finally, all Muslims should learn the matters of religion with diligence, so that they can practice their religious rites with insight.
Allaah Knows best.