Do some reading on a condition called interstitial cystitis.
It had a number of symptoms of which can be urinary frequency, urgency (when you gotta go you gotta go!) and pain and burning in bladder and/or urethra. This condition is often underdiagnosed and often a diagnosis is made by excluding other possibilites.
If you have some or all of these recurring symptoms and no UTI can be found, then this is a possibility. It is possible to treat effectively with diet.
There can be a link to the hormonal cycle among other things (food and environmental allergens, irritable bowel, candida, the liver etc)