I was not on AZO pills but had this same thing years ago. Come to find out, it was a yeast infection. I got on of those things over the counter that you insert inside the vagina (I don't know what brand are out there now) to cure a yeast infection.
That's all it was.
I got mine because I had unprotected sexual contact (not sex, mind you) with someone who did not wash their hands. That's when I found out that if your partner is not good and clean, they can give you a yeast infection just by having dirty hands or from having sex on unclean surfaces.
I wouldn't stress out till you go see the doc. I too thought it was an STD. I stressed out a lot.
And all it was was a yeast infection from dirty fooling around.
As for whether the AZO pills have anything to do with this, I'd check around (websites or the booklet that came with the pills).
Good luck.