Taking Doxy for Urethritis due to S. Aureus. I'm on day 7. Should I still feel some burning after pee? When will symptoms go away?

Return to doctor. Very unusual. S aureus rarely causes urethritis; in 40 years in the STD business, I have never seen or heard of it. And if staph is the cause, doxy would not normally be the recommended treatment. Even if present (e.g. positive culture), staph may not be the cause of the your urethritis. Were you tested for gonorrhea, chlamydia, and trichomonas? Doxy is excellent for chlamydia but not the others.