Praise be to Allah.
If you have done udu, then the basic principle is that you are taahir (pure), so do not pay attention to these doubts and insinuating thoughts (waswas), because they come from the Shaytaan. Yes, if you are certain that something has come out after you have done udu, this breaks your udu and you have to repeat it. As regards your feeling during prayer that there is some urine left in the penis, you have to keep your mind off this thought. On the basis of the principle that you are taahir after making udu, there is no need to check yourself afterwards, because this will only perpetuate the waswas. May Allah keep you safe from that.