You have had the various tests and scans and your Urologist should have a good understanding of your case. You are being Actively monitored and whilst it is unlikely that you would experience any symptoms of PCa, at least for some considerable time, as PCa progresses rather slowly early on, your Oncologist will see your future PSA checks and in the light of these, and your histology, may call for more frequent PSA tests and an MRI. It is usual in the UK for men on AS to have regular PSA checks and probably an annual MRI scan. However, frequency of PSA tests and time between them can change depending on the individual case as considered appropriate. I don't know how the medical system works where you are but if you are unhappy to trust the judgement of your present Urologist, you could seek the opinion of another for which you might have to pay. Another Urologist will want a full report on your histology, scans and tests, but may also want a repeat of the tests/scans. As regards Active monitoring, the same tests may be given but possibly at different intervals by an alternative Urologist.
Burning at the tip of your Penis is more associated with a UTI. These can be long lasting and difficult to be rid of. It is usual where a UTI is suspected or treatment for one has not been effective, for the man to provide a specimen so a culture test to be done and for him to be treated with antibiotics as appropriate.