What could it be? I'm feeling nauseous, extreme dizziness, headache and now a cough with itchy neck. Also, for 3 days now, I have a UTI.

Urgent care . Go to urgent care at first signs of any UTI. Urinalysis , pregnancy test needed. Full history and physical blood sugar and treatment for your dysuria. Do you have any external itching or discharge? Any pus from the urethra? If you are currently pregnant your MD will probably use keflex or amoxicillin for your UTI. Good luck. .