Martin,
Since this is a cycling forum, I suppose your training is done... on a bicycle.
Bicycle saddles can have a compressive and irritating action on your men's parts, with sensible effects on your urinating needs.
(I don't know for women, but my wife, and tandem partner, does not suffer from similar problems)
I suffered from these kind of troubles until I changed my saddle. Now it's gone, like by miracle!
Alain