UTI at 8 weeks

I got diagnosed with a uti and got put on cephalexin I’ve been on it for about 4 days now I started it on Saturday I take it for 7 days so this Saturday will be the last time I take it well my vagina burns sooo bad I can barely sleep I keep having drips of pee everytime I use the bathroom and my vagina burns like I shoved a chili pepper up there is this concerning has this happened to anybody else should I go back into the doctors or wait it out till my meds are gone