Bled during sex?

Sorry, this is a bit lengthy.

I recently had a yeast infection but used Monistat 3 to treat it. All symptoms seemed to have disappeared. I had sex for the first time since the first sign infection (a week ago), and it was DRY down there. It was a bit uncomfortable and it did burn when I peed but I was okay afterwards.

Fast forward a couple days, we tried again, and it was dry again but it didn't hurt as bad until the end. Then we realized there was blood and assumed the penetration caused my period to come earlier (has happened a lot). I had peed afterwards and it burned way more than the previous time but was fine after a couple more pees. After a couple hours, I checked my tampon and there was no blood.

I am also sick and have been taking cold medicine which I read causes dryness due to antihistamines.

Should this be something I should worry about? What is going on?

Thanks in advance.