I feel like sex has been painful this whole pregnancy

Has anyone else experienced burning during sex while pregnant? If so, did it go away after pregnancy for you?

My fiance says I feel wet but it hurts and burns as if I'm dry :(

I'm currently 33 weeks but I've had this problem since like 15 weeks and I'm too shy to bring it up to my doctor.

No, I dont have a yeast infection, BV, or STDS.