Do you have any other pains associated with your period? I know that sex was painful for me in the past, and I was diagnosed with endometriosis. This doesn't mean that you have it, but if you think it's more than a yeast infection, and you have other symptoms, you should try and talk to your doctor about other conditions it could be.
i think you have to go back to the doctor and tell them it still hurts they should have something better to give you.