After a horrendous time with bladder infection that just would not shift, my gynae referred me to Dr Seneviratne, an immunologist/allergist who has a special interest in this area. He, and my uro-gynae, have said that the links between all these different conditions are not yet properly understood - at the moment all they can say for certain is that these sorts of conditions tend to be clustered together in patients where UTI is very very hard to shift. You might also find that you react to infection differently - always getting ill, always feeling run down.
At least in London, they are starting to form multi-disciplinary teams to begin looking at these issues in a more joined-up way. It's fairly early days, and pretty specialist, and unfortunately it is likely that the bog standard GP won't be aware of this and will continue to treat UTIs with antibiotics with or without probiotics, advice to maintain hygiene (that used to make me want to strangle people!!), etc. Unfortunately the blood tests are, again, very specialised (and numerous - I had 15 vials of blood taken), so it's not the sort of thing that a GP can run tests for and it is WAY more complicated that just looking at white blood count.
In may case I have allergies, IBS, hard to shift bladder infection, EDS III, multiple pelvic organ prolapse, Raynaud's. Dr S diagnosed that I had both an autoimmune problem in that my response to histamine was exaggerated, and a immune system problem in that my antibodies were off. The latter meant that I couldn't fight off infection that well, and the former meant that the bladder lining was getting all eczema-like (and this show up in my urine, which has had flakes of skin in it) which meant that the usual protective layer was not present so bacteria could 'burrow' right into the bladder wall.
In terms of treatment, I've needed a couple of vaccines to get my antibodies up and I'm on antihistamines and other anti-allergy drugs. I'm seeing him for a review this week, so we shall see what else he wants to do. So far, I am very optimistic. I;ve been off antibiotics for 2 months now, with no recurrence (usually it takes 2-3 weeks of being off antibiotics before the infection is raging again), I no longer feel randomly crap for no apparent reason, and whereas I'd normally be ill non-stop throughout the winter, this year I had one cold that lasted 3 days.
Clearly, everyone is different. Not all UTIs are immune-response related. And not all immune problems are like mine.