A true bladder/urinary infection is unlikely to just "go away" without antibiotics. Many things you eat/drink can cause temporary burning and/or foul smelling in your urine.
Vitamin D is, typically, a gel cap and there's nothing in it to cause a foul smell or an infection. I suppose it's possible that vitamin K2 could cause a bad smell, though I've never heard of it or had it happen. We're all different.