No need to be scared, you should repeat the pee test about 2 weeks after the conclusion of the treatment to see if it has cleared. If not, I suspect you will be given a week's course of doxy or similar.
Ok, so I'm not a doctor but my situation seems similar to yours. About a month ago, I tested positive for chlamydia. I took the 2 gram dose of Azithromycin all in one go. My symptoms disappeared for about 3 weeks or so and then suddenly came back one morning. It was the strangest thing because between the time I took the medicine and 3 weeks later, I didn't have any form of sex with anyone. I have read that chlamydia can live in the gut and come back to reinfect someone who has been treated for it, which might be my situation. Anyway, I'm finishing up a 7 day course of minocycline, which isn't giving me as many terrible side effects, but I don't think this medicine is effectively clearing up my infection. I am getting a little worried to be honest...