Do I have to perform ablution every time I empty the bag connected to my abdomen, in which urine collects, knowing that it fills up quickly?

There is no connection between the invalidation of ablution (wudu') and the emptying of impurities from a bag attached to the body, as removing impurity from clothing does not invalidate ablution. However, the exit of impurity from the body into the bag invalidates ablution if its flow is intermittent. But if it is continuous, it does not invalidate ablution, and prayer is valid with it, though one must perform ablution for each prayer after the time for it begins, like a person suffering from urinary incontinence.