as you are stage 5 CKD
patient, the urine output is going to be low and will cease as the disease progresses.
The sensation of urge to pass urine when you have no urine in the bladder could be due to bladder spasms
the bladder spasms could be due to cystitis
or due to neurological problem with the bladder.
First to rule out bladder infection (cystitis) by doing urine routine test and treat with antibiotics.
If no infection contact your Doc , to prescribe some anti spasmodics for bladder spasms.