I can personally attest that peeing helps make you
feel warmer when you are cold.
I can also tell you with absolute certainty that sleeping naked in a sleeping bag
is warmer.
I have spent many, many weeks sleeping in a winter bag at far below freezing and have tried almost every conceivable method to stay warm. Naked is best because of perspiration. But a good cotton liner is a must!
People kind of miss the mark with their peeing considerations. Yes, you lose the instantaneous heat that the urine bears, however, you are not longer expending energy to maintain the urine at your core body temp. which far out-weighs the singular loss of heat from the urine. Further, storing the urine will require the expenditure of energy for reasons of ionic concentrations, etc. that are quite energetically costly. Many more variables to consider than grade 10 thermodynamics.