No, energy is not always conserved in general relativity. There is no way to define the energy of an isolated system as a function of the state of the system such that total energy and momentum is conserved when ever 2 systems combine or undergo a hyperbolic orbit and the definition simplifies to the definition in special relativity for low mass and density. An electromagnetic field can't affect a gravitational field directly but can accelerate a particle which in turn affect the gravitational field and in the absense of matter, an electromagnetic field can't affect a gravitational field. According to the Wikipedia article No hair theorem, the observable state of a black hole is completely described by its mass, charge, and angular momentum. An electric field can't accelerate a charged black hole because there's no matter outside its event horizon for it to accelerate and in turn affect the fabric of space outside the event horizon so energy is not always conserved in general relativity.