Hello there,
I think that kegel exercises can help you a little bit but since you just started to have bladder problems symptoms it would be best to see a doctor and find out what is the main cause of these problems. Although orgasms are very important in woman’s sexual health I think that your bladder problems are far more important.
It is very important that you consult your doctor about your reduced bladder control because this can mean that you have problem with some serious underlying medical condition (diabetes or multiple sclerosis). Also this affects your life because you need to restrict your physical activities and of course this can lead you to withdraw from social interactions.
Also running to the bathroom to avoid leaking of the urine can be dangerous as well.