It sounds like you acquired nongonococcal urethritis (NGU); or conceivably chlamydia or gonorrhea, but presumably those tests were negative since apparently you weren't called with a positive test result. You were treated the right way; doxycycline is one of the drugs of choice for NGU.
Your subsequent symptoms don't suggest an STD. They are quite typical for a yeast infection, especially if you are uncircumcized and the bumps and 'cut' are under the foreskin. Also, as you suggest, skin areas that don't get much air during the day are susceptible to fungal infection and other irritation. Many women carry yeasts in their vaginas, without symptoms of a yeast infection; and doxycycline and other antibiotics can cause such organisms to grow and cause inflammation. Any of the 'azole' creams probably will clear it up, so it's OK to try tioconazole. If that doesn't promptly clear things up, visit your health care provider.
Your partner needs to be tested for STDs and should be treated with doxycycline (or azithromycin) even if your and her tests are negative.
Good luck-- HHH, MD
Continue to use the antifungal cream for 3-4 days after the rash has cleared up.