Sex is extremely painful every time feels like knifes and feels as though I have to pee I have no UTI my gyno can't figure out the problem?

You mat have. Interstial cystitis! an inflammatory issue of the bladder. I would see a urologist. Not to scare you b/c i doubt this is it but nerve pain from herpes can bo this even without a lesion; wouldn't believe it myself if i hadn't treated it, but that is rare, you don't want vaginismus (spasms during sex) or start to think your defective. A med called an snri, cymbalta30mg, may help pain and anxiety2.