Welcome to the STD forum.
Azithromycin and doxycycline provide 100% effective protection against chlamydia, syphilis, and probalby nonchlamydial NGU. They provide nearly 100% protection against gonorrhea; only rare strains are resistant, and it would be even rarer for gonorrhea to be resistant to both those drugs. So you were adequately protected against all the bacterial STDs. They provide no protection against viral STDs, like herpes, HPV, HIV, and hepatitis. But the risks of these are too low to lose any sleep about.
Regards-- HHH, MD