So I don't have a problem coming when I'm using a vibrator or even a small dildo but it seems like whenever I use my fingers I get this build up of pressure that I can feel with my fingers and I'm pretty sure it's my bladder and then I need to pee. I'm pretty sure it's urine and not squirting since it's faintly yellow and clear. My question is why does this only happen when I use my fingers? Sometimes I don't want to use a toy but I can never get passed that moment when I use my fingers and it's frustrating.
One thing you can try is making sure you empty you bladder before starting. If need be, hold it a little longer than usual to build up pressure and the release might help drain the bladder further than normal. I am not so sure it is urine, though. It can be difficult to tell sometimes and it is not uncommon for people to believe they have a urine problem when it really isn't.
Another possibility is swelling - the good kind - caused by your tissues being fully invigorated with blood from the stimulation. This in turn could put more pressure on areas than usual. In any case, many people - men and women - have an urge to urinate after climax. Part of that - if I remember correctly, and I am not saying I do - is flushing the passages clear. For example, men use the urethra for both urine and ejaculate. Urinating afterword helps clear it and prevent infection.
As for why with your fingers? Your fingers can reach and massage much better than basic penetrative sex toys. (Although there certainly are toys specifically designed to massage these areas.) There are more than one sensitive spot in the vagina that some women, maybe many, find very pleasurable. The g spot is not the only one. And just as the male's prostate contains a liquid, so does the female's prostate. (Yes there really is one. And did you know the clitoris has legs? I will have to check the rules about links if you want one.) Your fingers may very well be messaging it through the urethral sponge. As you get more and more aroused, the sponge - among other things, aka the good kind of swelling I mentioned earlier - engorges with blood and becomes more pronounced. As it is massaged, female ejaculate - squirt, or whatever you want to call it - is released.
It might be a good idea to research your anatomy in greater detail, it may help you understand what is happening better. I hope this helps or gives you some ideas for further research.