Does merely the smell of urine-like odor on underwear, even if it is not impure, necessitate changing it for every prayer, and when must it be changed? And does the sensation of an unknown discharge during prayer require changing and washing clothes, or is ablution sufficient?

There is no requirement to change clothes for every prayer unless they have become impure. If they have become impure due to urine or similar substances, they must be purified or replaced with clean clothes. Do not judge clothes as impure merely based on a bad smell unless it is highly probable that the smell is from urine. If a worshiper doubts whether something has exited them, they should not leave the prayer until they are certain something has exited or they have a strong suspicion of it, based on the saying of the Messenger of Allah (peace be upon him): "If one of you finds something in his stomach and is unsure whether something has exited him or not, then he should not leave the mosque until he hears a sound or finds a smell." And, "Satan comes to one of you in his prayer and blows into his posterior, making him imagine that he has invalidated his ablution, but he has not. So, if he finds that, he should not leave until he hears a sound or finds a smell."