I Have A Mild To Moderate Sensation To Pee All

I have a mild to moderate sensation to pee all the time. It isn't painful just uncomfortable and mentally annoying. I went to the doctor, urine was fine, I got thrush cream. Nothing has changed dramatically, it's flares up all the time. I've no discharge. I had anal sex a few times before the systems started. My wife does get prone to thrush but I have nothing visually to really suggest that is what it is. Is a sensation to pee part of thrush in men? Can I have damaged my penis through anal sex. I only have one partner for the last 10 years. When I do pee it's a full pee but when it's over I think I haven't finished. Any ideas? Thanks