Is she testing positive for yeast/candida? How pregnant is she? Being pregnant can cause these infections. Pregnancy changes a lot in a woman's body.
You could also be passing the yeast back and forth between you. Have you both been treated for the yeast? If she's pregnant, she'll have to be treated by her doctor, but have you treated?
When you say you never test candida, does that mean you haven't been tested, or that you haven't tested positive?
Her doctor might give you something to treat it with, I don't know. I don't know how it works where you live.
A yeast infection in men aren't known to cause UTIs, but the antibiotics taken for them can cause yeast infections.
When you get diagnosed with the UTIs, are they testing your urine, or just going by your symptoms? They need to test you.
No STI would cause pimples all over your penis. That might be yeast, or folliculitis, but your doctor needs to see that. Are they bumps or are they pimples that have a head on them? If they have a head that you can pop like a pimple, do not pop them. Let your doctor see them.
If they don't have a head, they might be Fordyce spots, which are just oil glands, or genital warts, or maybe molluscum contagiosum. Those wouldn't look like pimples, but are white/pink/gray bumps, sometimes skin colored - whatever your skin color is. A doctor can make that determination, but you really need to let a doctor see it.
If your partner is pregnant, do not have sex with her until you see your doctor.
Do not bug the girl you cheated with again. It was your decision to cheat. It's on you now.
Don't take any more medications, for malaria or a UTI or anything. Just go see your doctor.
So a few things here so lets keep it simple -
Can thrush be passed partner to partner via sex? Yes. you should both be treated (fluconazole is the most common treatment - can be a cream, tablet and/or a pessary). Thrush is tested using eye site to be fair but you can buy treatment over the counter at all pharmacies.
Your symptoms (sensation during urination, backpain , coloured urine , small pimples shaft of my penis) are not suggestive of any STI. They could suggest UTI (uncommon in men), kidney infection, lack of water, too much alcohol/coffee etc. The pimples on your penis again, is not an STI issue and without examination we cant help with that.
The cheating could cause guilt and in turn could cause this psychosomatic symptoms to appear in the way you suggest so try to relax with that. Your exposure was minimal as you were protected BUT do not use double condoms! One is enough and using two could increase a risk of breakage. But move on from this event.