Hi 14yo
There are several posts on here about guys with the same problem.
Have you ever been able to ejaculate and are you absolutely positive it is pee that comes out and is it a large amount of pee that comes out?
If it is pee does it come out of your penis the same as it does when you go for a pee when you’re not masturbating or is it forced out by contractions like you are ejaculating it?
There is a valve that is suppose to prevent urine from entering the urethra during sex so that’s why I was wondering about are you sure it is pee as lots of guys at first mistake about to ejaculate for needing to pee.
Do you have any problems with your bladder like not being able to hold your pee to well or bedwetting?
Sorry for all the questions but more detail may help with getting an answer.
You could try going for a pee before you masturbate and make sure your bladder is empty and maybe when you masturbate do it in the bathtub and keep going until everything comes out of your penis.
When it does come out check the colour, feel if it is sticky at all, check the smell, and try to get an indication of the amount and also make note of is it forced out by ejaculation or does it just flow out like you are going for a normal pee without an erection.
Taking note of all this should help in figuring out what is going on with you.
If You are comfortable posting all the details do another post with all the answers you can give.