Are you sure that the air bubbles are from the urethra and not from the vagina? You need to do a urine routine analysis and urine culture to see if the infection is cleared completely. I suggest you seek consult with an urologist for a complete evaluation. A pelvic and abdominal scan and cystoscopy may help rule out any abnormalities. A fistula (a connection between two hollow organs) may be present. Pelvic floor physical therapy or kegel’s exercises will help. They tell you how to tighten the pelvic floor muscles. Hope this helps.
The answer is based on information provided. Exact advice is not possible without a proper examination and investigations. You are requested to consult your Doctor. Take care and keep us posted.