I've been following this forum since before my surgery in Feb 2018 and never registered since I didn't really plan on posting, only reading up. When I saw your question I felt compelled to sign up to give you my experience on the matter. Although I am male, I would have the same urgency and pain when being intimate with my wife. For over a year I was told it was a UTI (rare in males) or a prostate infection. It would go away after a couple of days then start again. It wasn't until I demanded a CT of my bladder and kidneys and a cystoscopy that a small tumor was found in my bladder. I hate to scare anyone, but you are experiencing the same symptom I had and you should talk with your DR about it. Even if it is a tumor, its more of an inconvenience than life threatening. I am 3 years clear from the tumor removal and feel great. Either way I hope its not your case and there is another explanation. God bless.
