V.S.
My baby girl did the exact same thing! She would scream like she was dying everytime she peed and we would change her immediately. She probably did this for the first two months or so. The funny thing was when she pooped she didn't care at all.
Your daughter's a new little life, she's probably just trying to get used to her body. She's probably fine! If she's sleeping through peeing then I wouldn't think she's in any pain. And if her pee smells normal and if her vaginal area doesn't look irritated, then I wouldn't be worried. (I breastfed and her urine had no odor.) She doesn't have a diaper rash right? That would cause her some pain when peeing. If not, then sounds normal to me!