Chlamydia symptoms AFTER treatment

I was having very odd vaginal symptoms. (Pale yellow discharge with tiny bubbles, vaginal itching, frequent urination, burning while urinating, pelvic pain, lower back pain, bleeding between periods, painful intercourse) I went to the ER to get an STD test done. They gave me a shot and a pill and sent in a prescription for doxycycline. I got a call back a few days later and was told I was positive for chlamydia. So I started taking the doxycycline. A few days into treatment I felt a lot better. After completing treatment I was fine for a few days then all of my symptoms came back but way worse. So I went to an online pharmacy and bought azithromycin 500mg, and doxycycline 100mg. I took the azithromycin first and I felt good for a week. With no symptoms. A week goes by and my symptoms came back once again. So I decided to take the doxycycline. I just finished the treatment on Saturday and my symptoms have come back but only the pale yellow discharge with tiny bubbles, vaginal itching, frequent urination and burning after I urinate. I have an appointment on the 27th to have another std test. My questions are:
1.) why do my symptoms come back after treatment?
2.) should I be worried?
3.) has anyone else gone through this after completing chlamydia treatment?
I'm really scared that this infection won't go away. Nothing I do seems to be working. I've been drinking cranberry juice and added probiotics to my diet.
4.) what can I do to get this to go away?