Is it possible to always have to pee while having a yeast infection? . Or should I check to see if I have a bladder infection

See answer. Though vaginal discharge, itching, irritation, and burning on the outside with urination are the typical symptoms vaginitis and yeast infections, urinary frequency and urgency are not and more suggestive of a uti/cystitis/bladder infection or some other type of bladder-related problem. Recommend a urinalysis and a urine culture as next most appropriate test.