The risk of infection is directly proportional to the length of time the catheter is left in place. Even though your girlfriend is a nurse. In particular, do not leave the catheter in place for three to four days. The urgency you described is common upon removal of the catheter however if it persists you should be examined to ensure you do not have a urinary tract infection. There is also the risk of stricture formation when instruments are placed into the urethra.
Strictures are scars that narrow the urethra and obstruct the urinary flow.
These require surgery to correct and the recurrence rate is significant. The same is true for urethral dilatation. I strongly urge that you pursue less risky means of sexual play. This information is provided for general medical education purposes only. Please consult your physician for diagnostic and treatment options pertaining to your specific medical condition.