Have you ever been sexually active with another person, including oral sex?
So it sounds like he's treating you for an inflamed or infected prostate, which is known as prostatitis.
Alfoo is Alfuzosin, which is used for treating inflamed prostates.
Doxy is doxycycline, which is an antibiotic.
Dutas is Dutasteride, which also treats inflamed prostates.
Dolo is a pain reliever, which contains an opioid (hydrocodone) and acetaminophen (paracetamol). This is a strong pain reliever, and can be addictive.
When he originally gave you the shot and 1 pill, it sounds like he was treating you for gonorrhea and chlamydia, though I can't be sure without knowing what meds they were.
If you had chlamydia, the 1 pill you took might not be enough to cure it, depending on the strength of it. What is the strength of the doxy you are taking, and how often are you taking it?
Has your doctor done any testing, or is he just giving you meds?