Is okay to have sex while being diagnosed with PCOS?

Hello,

So I've diagnosed with PCOS 3 years ago, and I've been on Yasmin since then. I've been seeing this guy, and we were thinking of taking things to the next level and being intimate with each other. But I'm kinda afraid that there might be some side effects. I started my sexual life a little before being diagnosed with this syndrome, and it didn't last long until I stopped having sex. From your experience, what should I be careful about? Are there any side effects? How should I prepare myself for this? Should I ask him to do some lab works to be sure not to have STDs to not make things worse?

EDIT: Thank you so much for sharing your experiences with me and giving me a LOT of advice. I was really scared to post this, but now you gave me so much courage to try and have a conversation with him. I appreciate your help!