I mentioned something to do with “anal sphincter” to a neurologist I saw many years ago, and he went bright red and rubbed his face with both hands. I was utterly shocked and felt he ought to go back to university to do a compulsory presentation on the basic anatomy of the human being, including things like stomachs, intestines, bowels and, yes, anuses.
The point I want to make is that it is very natural to be embarrassed by intimate subjects like bladder (or bowel) function. That is normal and understandable. But your doctor, neurologist, nurse etc. ought not to be embarrassed, if they are professional, and should help make you at ease talking about these things.