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Pain and bleeding after sex points to the possibility of vaginal injury
may be tear.
Please visit a Gynecologist and get examined internally to see exactly what is the reason if it is tear small one bleeding will stop and symptomatic treatment with antibiotic application locally analgesic
will help you.
Sometime lage tear need to be repaired.
Urinary burning may be due to infection or urine dribbling on cut or wound.
Other possibility is infection or formation of ulcer inside which also need examination and treatment.
Please do not ignore such complaints as it can lead to complications.
Hope this helps.