And immediately the angel of the Lord smote him, because he gave not God the glory: and he was eaten of worms, and gave up the ghost.
Note 4 at Ac 12:23: Under the Old Covenant, we see many examples of severe judgment from God on individuals that would equal what happened to Herod here. However, Jesus brought in a New Covenant that preached mercy instead of judgment. There is a noticeable lack of harsh judgment in the ministry of Jesus and even rebukes for disciples who wanted to call fire down on those who persecuted Jesus (Lu 9:54-56). How does this awesome display of judgment fit into the New Covenant?
The answer to that question is that it doesn't. If Herod had been born again and therefore under the New Covenant, this wouldn't have happened to him (see note 8 at Joh 5:14). Those who reject Jesus reject God's mercy that Jesus brought and are under the Old Testament wrath of God (see note 4 at Joh 3:36). Herod was therefore subject to God's punishment in the same way as people in the Old Testament.
We see a similar wrath of God displayed in Ac 13:11, where the Lord smote Elymas the sorcerer with blindness and a mist and darkness. Once again, just as in the case of Herod, Elymas rejected the preaching of Christ and set himself against Jesus and His followers. Therefore, the Lord was not violating His New Covenant of peace because these men had refused it.
Note 5 at Ac 12:23: A similar thing happened to a king of Judah named Jehoram (2Ch 21). The Lord smote him so that at the end of two years, Jehoram's bowels fell out.
The first-century Jewish historian Josephus wrote a detailed account of Herod's death. Josephus said Herod was arrayed in a robe woven from silver, which glistened in the morning sun. He said Herod was seized with violent pains in the bowels, and that he was in great pain for five days before he died (The Antiquities of the Jews, Book 19, Chapter 8, Section 2).