I cannot comment on whether you had Lyme disease or not as I do not kow how they clinically diagnosed it, or have any results of testing
IF nerves were damaged during the course of the disease ie before treatment , it may take a relatively long time (weeks to months) for nerves to grow back/repair. This may explain the residual symptoms. Its not clear whether you had an MRI scan - this may need to be done to detect any spinal cord lesions causing difficulty in urination and/or signs of spinal root compression. Lyme can affect the spinal cord root (polyradiculopathy) and this may be causing your limb pain, an EMG would help to confirm a peripheral nerve or root problem
Discuss doing these tests with your neurologist
Good luck
Many many people (actual patients -- NOT doctors) are living proof that 2 weeks of doxy often does NOT cure Lyme. Go to http://www.lymenet.org Read the posts under Flash discussion - Medical and post under Seeking a Doctor. You need to find a LLMD -- Lyme Literate Medical Doctor.
Best wishes