When having anal sex, I feel like I'm going to pass number 2, is that normal?

Yes it will feel that way , just try and Relax plenty of Lube & Enjoy

It seems you have not cleare your bladder before mating. it is always good to clear the bladder before. it is very norma., how ever if you are having irritation in urethra during normal times and having same sensation, then it is the indication of minor infection. other wise ignore.