Darker urine usually indicates dehydration. If you drank more, it would lighten up. I suspect that since it burns when you urinate, you could be subconsciously not drinking as much.
As for the burning, yes, a UTI can come back if you don't get it treated properly. As for it maybe being an STD, yup, it could be that too. Having it burn when you pee is a symptom of a few of them (treatable).
So my suggestion is the same whether it's a UTI or an STD: go to a doctor or clinic and get it treated