Vaginal & low abdomen pain & discomfort.

32 y.o woman, married, no kids. For 2-3 weeks, I'm having frequent urine urgency and pressure/bloating in lower abdomen. Few days ago, I also felt extreme stabbing burning pain inside vagina during arousal. I did not continue with intercourse. The pain subsided after a minute but discomfort remains. It feels like something is stuck inside vagina. I consulted two doctors, both have diagnosed as UTI and am under medication now. But I feel it is not UTI as there is no burning while passing urine, and no change in color or smell. There is a tight feeling in low abdomen and pain when I press down with fingers. The burning/stabbing pain in vagina during arousal scared me most. Please advise if this is UTI or something more serious. Is there some tests I can do?