Burning after urination in pregnancy usually points to a urine infection, which needs treating properly since it can affect the pregnancy if left alone. The wetness through the afternoon is more likely the increased discharge that's normal at this stage, as long as it isn't foul smelling or itchy.
Next Steps
Get a urine routine and culture test done this week and show it to your obstetrician, who can confirm the infection and start something safe for pregnancy. Drink more water through the day.
Health Tips
Go in sooner if the abdominal pain worsens, you get fever, or you notice any bleeding.