Hi Sani. Sorry you're going through this!
There are A LOT of things that can cause urinary urgency and frequency, and a tumor is the least likely of it! My suggestion would be to see a GP at your convenience and explain all of what you've written here to them as opposed to the ER doctors. That way you can have someone work with you in a continuous fashion to get to the root of your problems. It could actually be the stress and depression you mentioned causing all of your issues.
No matter what the issue is, a GP well help you get on the right track to take care of it, whether that means treating your anxiety, ordering some tests, etc.
Do not fear, though! This is really, really unlikely to be something sinister.