Oh boy... I read every topic on this forum about that issue and, brother, there's a lot of guys with the same problem: burning sensation at the tip of urethra. NONE of them had success in discovering what is the issue and how to treat it.
I'm suffering from it for 2+ years now and don't have any clue about what to do anymore.
I know it's been more than a year from your topic, but do you have any updates? Did you get rid off that annoying problem?