Well, in my reading urge incontinence is the almost universal problem. However, retention is, by far, the more serious problem. It is also common. It tends to occur more often as the disease worsens, but some people present with it.
It really doesn't matter. They have found the retention, and you have the classic neurogenic bladder. Are they discussing self catherization?
Please read the Neurology of Urinary Incontinence on the Health Pages. It describes the various ways - beyond overflow incontinence that the whole system can be out of whack. With pure urge incontinence, the two main muscles responsible for keep the urine in or expelling it are out of synchronization with each other.
http://www.medhelp.org/health_pages/Multiple-Sclerosis/The-Neurology-of-Bladder-Incontinence/show/758?cid=36
Sorry you are suffering from this without a diagnosis.
Yes, the tests you need if not done are a spinal cord MRI done on the highest resolution MRI around, an LP, and the evoked potential testing.
Quix