Had sex after Chlamydia treatment and I am bleeding. Why?

Hello doctor,

I tested positive for Chlamydia 10 months back. The only symptom I had was bleeding in between my period that month, so I decided to go get checked out. I was prescribed two Azithromycin pills to take that day, and was told that everything would clear up in two weeks. After taking the pills I was fine, no spotting or anything, followed all of the instructions (no sex, drinking, etc.). Then, last week I had protected intercourse for the first time since all of this happened, woke up the next morning and I had started to bleed again. I immediately went back to the doctor and he said that chlamydia can survive in your stomach and sometimes Azithromycin does not get it. So he prescribed me Doxycycline twice a day for two weeks. I am on my fifth day of taking it, and I still have not stopped bleeding and can feel a little bit of abdominal pressure. Is this normal, or should the bleeding have stopped by now? I am just very worried and really want all of this to be over with.