Yes, doxycycline can be used to treat UTI, but IIRC doxycycline's effect on E. coli (the bacteria that cause most UTIs) isn't always reliable. So I wouldn't assume that having done a course of antibiotics would definitely have cleared it up.

Any doc you can get to should be able to help with this (even walk-in clinics do UTIs), it would be a good idea for you to see one.