You're touching on the notion of quasicomponent.
Fix a space $X$; define a relation $\sim$ on $X$ by $x\sim y$ iff. for all clopen sets $K$, $x\in K$ iff. $y\in K$. This is a true equivalence relation; the equivalence classes are called quasicomponents.
Your question, in this language, is this: if $x$ and $y$ have different components, do they have different quasicomponents? And this need not be true.
Equivalently we can "compute" the quasicomponent $C$ of $x$ by $C:=\bigcap\{K\text{ clopen and }K\ni x\}$. In general $C$ is not the same thing as the connected component of $x$. But it is a theorem that in a compact Hausdorff space, quasicomponents and components are the same. See here for a counterexample (note Scott's example is a noncompact space).
However, the following implication is always true: if $x$ and $y$ have different quasicomponents, they certainly have different connected components (exercise). That is to say, all components are quasiconnected i.e. contained in a single quasicomponent, but in general quasicomponents are not connected. This might seem strange, but the issue is that the equivalence relation of quasicomponents is very relative; it depends on the ambient space $X$ (contrast with the absolute notion of connectivity). A clopen subset of a subspace need not come from a clopen subset of the superspace.