Hi Pj,

Aller mal doesn't necessarily mean illness in French. You would use it if things weren't going well generally.

e.g.

Ça va mal chez Peugeot= There are problems at Peugeot 

But if you say of your elderly grandmother when someone asks you how she is -

Elle va très mal

you would think of her health rather than anything else. 

If you say,

j'ai mal

it will be followed normally by a part of the body -

J'ai mal aux dents = I have a toothache

You will use 'être + malade' for a general illness -

Je suis malade depuis deux jours = I have been ill for two days 

Hope this helps!