Feeling during sex

When I have sex in certain positions I feel Like I need to pee, now I've tried going for a wee beforehand as I've read that feeling like you need to pee means you are about to orgasm, I've never reached an orgasm with my S/O and he really wants me to! I've started going to the toilet before we have sex so I know if I'm about to orgasm or pee myself mid sex. When I feel like I need to pee during sex, after just having a pee, do I just carry on having sex or go and have a pee? I do not wanna pee on my S/O but I don't wanna stop if I'm gonna orgasm!? Any advice? X