Should I be concerned about urine leakage due to incontinence onto undergarments and its effect on the validity of prayer, knowing that I cannot control it, and I suspect that I am intentionally letting urine out?

If you are afflicted with obsessive thoughts, you must disregard them.

As for urinary incontinence ( سلس البول), you must take precautions to prevent the spread of impurity to your clothes. It is not obligatory to re-bandage for every prayer unless the bandage has shifted from its place.

If you have not been negligent in bandaging, then you are not required to re-bandage. However, if the bandage has shifted or you have been negligent in bandaging, then you must re-bandage and purify any part of your clothes that you are certain has been affected by urine.

The Malikis facilitate in this matter, as they do not obligate bandaging for someone with incontinence and excuse them from the impurity that affects their body and clothes. There is no harm in acting upon this opinion in cases of extreme hardship, especially for someone afflicted with obsessive thoughts.