Given that you have Urinary Tract Infection (UTI) during pregnancy, you may feel an urgent need to urinate and it means you urinate more often than you usually do (known as urgency symptom). You also may feel a symptom of pain, discomfort, or burning while urinating (known as dysuria symptom), and having a burning perception or cramps in your lower back or lower abdomen. In non-treated case, urine is cloudy and has a bad odor. In severe cases, fever is a major sign.If you have fever and vomiting and pain together, this is an emergent situation and you should be hospitalized. To me, you need to do an immediate Urine analysis(UA) test since you feel cramp or pain.Your shoulder pain is not relevant.