Hi it's very sad when Drs use the term anxiety and stress, not to mention send you top a therapist, just cause they can't figure out whats wrong with you.
I am no Dr., but I do beleive that not enough research has been done on you, for example there is a Bladder deasease called Interstitial Cystitis which occurs mostly in women, however men also get this and the symptoms sounds very similar to what you have (I know cause I have it). Cystospy's don't always show any damage and there for a diagnoses becomes harder to find.
Blood work will give you no indication of this deasese, however go the Interstitial Cystitis web site and read more. Food has a lot to do with it and there are many treatments out there that can help.
Yes stress makes it worse, but more horable than that is going to a Dr. to find an answer to the Hell you are going through and to be told that it may all be in your head. I wish you the best of luck. Don't give up on yourself.
Sounds like you might have a problem with kidney stones. It is common to miss stones that are so small they are like sand. These often pass through the urine without pain and are missed in blood tests and most radiology tests. I suggest two things. First you can catch your urine and filter it though special filters to see if you collect any sand. This sand can be tested to see if it is sand from stones. Secondly, you can get an ultrasound done to see of the tech can detect any stones in the kidneys. If stones are not your problem, then look to your diet. Frequent urination is often the result of drinking drinks with caffeine like coffee or soda. Another problem you may be having is with sugar substitutes from diet drinks and foods. You can see an allergist to see if you may have a sensitivity to them or just give them up for about a month and see if that doesnt' fix your problem. good luck
have your doctors checked the blood level of 1. ADH (anti diuretic hormone),2.urinary infection(escheria colli bacteria) 3. angiogram with contrast dye 4.also you should be checked for type 2 diabetes (glucose test) 5.autonomous nervous system may also be involved (parasympathetic nervous system not able to control the small muscle responsable for holding up the urine ) if all of the other 4 came out ok