To do problems isn't idiomatic, and when you use it, it carries a meaning of solving the (homework) problems. I don't think that's what you intended.
Make is better, but even more idiomatic are cause and create. This is supported by:
- Google Ngram's list of verbs commonly found before 'problems' (of course, you have to check the meaning; luckily problems, are more often solved than caused)
- the Online OXFORD Collocation Dictionary:
bring, cause, create Success brings its own problems. Staff shortages cause problems for the organization.