Welcome to our Forum.  Your situation is a challenging one.  I will try to help.  I have divided my comments below into three different areas, dealing with your urethritis symptoms (burning on urination), your penile "pimples", and your fever and sore throat

1.  Let me first say that you have done all the right things- getting tested for STIs was the correct thing to do and the negative tests are reassuring in terms of the possibility that "typical> STIs such as gonorrhea or chlamydia are causing your burning on urination.  This makes it rather likely that your symptoms were due to either having had some of your partner's normal, throat bacteria introduced into your urethra during receipt of oral sex to cause a non-chlamydia NGU or even more rarely, the possibility that you might have acquired a viral process such adenovirus or some other non-STI virus from that or some other, non-sexual interaction.  As you appear to have discovered, some community, often non-sexually acquired infections such as those due to adenovirus can cause urethritis.  As far as what to do, I would suggest completing the course of doxycycline as prescribed, more to be sure than anything else and to watch.  There are no data that NGU from introduction of oral organisms into the urethra require treatment and when persons have adenovirus urethritis the process just needs to run its course.

2.  In terms of the penile lesions you noted, I presume that when you state that you had a PCR test performed, it was PCR for herpes.  If so and the specimens were collected properly and directly from the lesions, then you can be comfortable that the lesions are not due to HSV-2 (or for that matter, HSV-1) since current commercially available, FDA-approved PCR tests are the most sensitive tests available for herpes and are highly accurate.  As to what might be causing them, that is more difficult to say. 

3.  Time-wise your fever and sore throat seem unlikely to be due to an STI unless you had acquired an initial herpes infection and as noted above, if you were tested and negative, this seems rather unlikely.  Most oral STIs (which are acquired by direct contact and your note seems to indicate that you received but did not perform oral sex on your partner) are asymptomatic.  In contrast, most symptomatic sore throats, when not caused by strep, are due to the sorts of community acquired viruses that most people get from time to time. therapy typically does not help them much and they have to be allowed to run there course over time- from the sounds of things this may be what is going on with you.

If I had to guess, I would say the following- you seem to have acquired some sort of, most probably viral, illness either form your new sex partner or through your activities of daily living.  The doxycycline therapy you started was appropriate and reasonable but may not be modifying the course of your illness but it is reasonable to let it run its course.  I suspect your regular partner may be at risk from infection from you if you have been around her, with or without sex as this is a common occurrence.  It appears that you have been tested appropriately and at this time, you will need to observe and let things run their course. 

I hope my comments are helpful. EWH