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You are probably having urinary tract infection
which explains the burning micturition. Is there any blood in urine. The pain you experience is due to probable gastritis
which can also cause breathlessness, nut to be safe better to get an ECG done to rule out heart problems which can also cause similar picture. Eat bland diet, less fat, more semisolid and cool. Drink plenty of water. Eat fresh fruits and green leafy vegetables. Better to get your urine tested at Urologist
Clinic and if necessary get your stomach examined by endoscopy
to look for ulcers.