Whilst cleaning my girls ear last night she let out a cry which is most unusual for her. I have checked the ear and there is no discharge as such, apart from a bit of dirty wax, no smell, nor does it look red. She does swim each day and got "dunked" by another dog a couple of days ago, after which she did shake her head, but apart from then she isn't shaking her head, nor is she scratching at ear. Is it possible she could have an infection way down that I can't see?

It sounds very possible, head shaking and scratching  sound like an irritation at least. I use Otodex if I suspect something, it works quite well if there's something in there irritating the ear