BLUF: If either your female lover is, or you (female) are prone to Urinary Tract Infections — WASH BEFORE SEX!
TL;DR: Sometime during the 30 minutes BEFORE penetrative vaginal SEX, WASH with soap all surfaces of your bodies likely to foster E. Coli.: around the anus, between the buttocks, the perineum, the outside of the vagina, the penis and testicles as well as anything else likely to penetrate a vagina or touch a clitoris, including fingers, face and non-body part sex aids. While you are at it wash your mouth with water to cleanse it of food particles, but tongue and saliva in general are good.
If this is one of the first few occasions you are having sex with this partner (or set of partners), before you’ve developed a sense of intimacy, feel free to do this separately. When you are more intimate, you can do this together to remain connected with each other from first touch, kissing and through foreplay. Washing yourself takes about twice as long as does peeing, and most of us do take a pee break, so don’t complain about “losing spontaneity” or whatever.
(More detailed article to follow, with references to web articles and some material in print (all of which, written by Western thinking dominated cure-over-prevention, sanitation-over-hygiene writers, miss suggesting this important step) together with explanations of the obvious and personal data. But you won’t read it and I won’t write it. In the meantime, try it, you have nothing to lose but your itch.)