Hello craigowl, welcome to the forum.
It can take a long time to get VA under control, weeks or even months. As it is due to lack of oestrogen it will have been developing for some time before we get symptoms. I suggest you try and finish the 14 day loading dose if you can, and then drop to 3 times a week. If the stinging really gets worse you could try Vagifem instead, or the Estring. The latter is a silicone ring which stays in place for 3 months, and of course there are no fillers to irritate.
Regarding the bearing down producing a stinging sensation, there are a great deal of nerve endings in this area, so nothing would surprise me in that respect. I would suggest you try not to do that as it is not good for the pelvic floor.
Any local oestrogen treatment should improve the 'need to wee' symptoms eventually, as there are a lot of oestrogen receptors in the lower urinary tract, and VA can mimic UTI type symptoms.
Let us know how you get on.
JP x