If cotton was dirty or used before then there can be a minor risk of just some superficial skin infection, not more than that to your wife as cotton was containing spirit( antiseptic).
HIV is transmitted through sharing of needles or penetration of infected material into deep tissues or sexual contact ( in this case both of these didn't occur ) , so risk of getting HIV is almost nil.
But since you mentioned that is this my OCD, I would like to know have you been getting similar negative thoughts about your health or your loved ones health in the past too...or your past history of any OCD symptoms
Next Steps
you should seek professional advice if you have been getting these repetitive, recurrent distressing thoughts for a while now.