Thanks for your query.Based on the facts that you have posted it appears that you have irritation at the tip of your penis after sex with woman other than your wife .
Tis is most likely to be due to inflammation of urethra
You have take Doxycycline as per advice of Urologist
but the symptom is still there even after taking Doxycyclin for ten days.
Your wife has itching of the genitals and symptoms of UTI frequently over a period of few weeks suggesting vaginal infection
It is likely that you have acquired infection from her trough sexual intercourse.
Please get her examined by a qualified Gynaecologist and ask her to take necessary treatment.
Please take broad spectrum antibiotics like Cefotaxime
along with anti inflammatory medication like Diclofenac
twice daily .
Your problem is going to be resolved once her infection is controlled with proper treatment
Ensure to drink more water.To keep your urine dilute .
Thanks and Regards.