i think you have to go back to the doctor and tell them it still hurts they should have something better to give you.
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.