I think there is so much internalized shame & stigma around peeing and/or ejaculation during sex if you have a vagina. In my own experience, I sometimes (but not always) ejaculate during orgasm -- and when I do, it is also yellow and usually seems similar to or contains some urine.
Honestly, there are ways I've learned to notice when I am about to ejaculate/urinate and stop myself/stop the sex act in the moment -- BUT, the better thing that I've learned is to let go of caring so much! When I interrupt or avoid ejaculating during sex, I just end up robbing myself of pleasure. In fact, I often rob my partners of pleasure, too, because despite my insecurities, they enjoy knowing that they've made me orgasm.
So I'd second and further Sam's point -- maybe what we should look at is the shame around urinating and/or ejaculating, rather than how to stop you from doing it. Taking the pressure off may even inadvertently help you to be more in touch with your body long-term. Also, FWIW, even people who *don't*
ejaculate are often insecure about people seeing them orgasm (because of noises/faces they make, loss of bodily control, etc.). But if we don't let ourselves cum because we feel embarrassed, we leave SO MUCH of the world of sex unexplored & unenjoyed!
I also wonder if you'd like this article or find it useful: The Sex Goddess Blues: Building Confidence, Busting Perfectionism