E.coli makes a toxin called ,Shiga toxin and is known as Shiga toxin-producing .coli (STEC)

Shiga toxin producing E coli infections are a reportable disease to public health departments (city, county and state) in the US and they will provide detailed assistance so contact them

Some proteins can indeed be toxic. However, note that it is rare for a protein to be toxic.
Yes pathogens produce and secrete toxic proteins to invade their host. Bacterial toxin such as hemolysin A, neurotoxin, botulinum toxin, tetanus toxin, Shiga toxin are all proteins. They are strongly antigenic can elicit immune response.

Shigella causes dysentery that results in the destruction of the epithelial cells of the intestinal mucosa in the cecum and rectum. Some strains produce enterotoxins and Shiga toxin, similar to the verotoxin of E. coli. Both Shiga toxin and verotoxin are associated with causing hemolytic uremic syndrome.

acute cystitis du to 0157 shinga toxing producing E. coli