What Causes Urge Of Urination But No Urine After Intercourse?

Hello, A day after intercourse I started to think I was getting a bladder infection because I started feeling like I constantly had to pee but when i would go there wouldnt be anything. I get them every now and then after intercourse so I immediately started treatment. I drank a lot of water, cranberry pills, d-mannose. I also took Azo pills that made the frequent feeling go away. I never had any pain while peeing or cramps. It is now a week later and I still am feeling like I constantly have to pee. I feel perfectly fine except that I have a slight feeling that I have to pee. I am now trying an herd called Uva Ursi.. Could this be that my lining is just irritated or could I still have a mild infection