E.B.
Please excuse me if I get too graphic...
Although mine was not a yeast infection or an STD, I did have the same experience as you with white discharge, painful urination and unpleasant odor after sex with my husband. Got myself checked out completely and I was fine. Body chemistry was attributed to the odor. Lack of proper lubrication to the painful urination (I am very sensitive and we get a little rambunctious ;-) ). Discharge was from the bodily fluids.
Please, get yourself checked out by your gyne immediately. Good luck!