Yes, I'm a guy, but at least I can contribute an answer about a sort of specialty unusual location, as I have a lot of experience with seeing or being told about women doing this. And I do it too.
Here it is: I have direct personal knowledge that many women including my ex-wife and ex-GFs, when SCUBA diving in a wetsuit, will pee into their wetsuit pants while still wearing them. This is usually while underwater or at least still standing in the water. Being in the ocean, lake, river or if necessary, pool, she can then pull open her suit and let a lot of clean water flow in and rinse out her wetsuit pants. Believe me, you don't want to let the urine stay in there for too long undiluted, as it gets very smelly later on when you take off your suit to clean up.
As a quick aside, there are actually at least two reasons a woman (or man) will do this. First obviously is just because you need to pee and if you're in a modern wetsuit design, it takes a bit of time and effort to take the suit off enough to pee.
Secondly, and this is just a bit rude, though completely true, your urine is about 98 degrees Fahrenheit, warm to the touch, and much warmer than the water she's diving in unless she's in the Carribean or maybe a heated pool. If she's been diving much that day, it's not hard to be somewhere between slightly chilly and very cold even wearing a wetsuit. Peeing gives you a nice bonus of a pint or more of essentially very warm water inside your suit, right around your crotch. I've done it many times, and that feeling of warmth flooding around inside your suit is glorious.
I have many stories about watching women do this or tell me about it later (I've been a diver and Instructor since 1975), but I won't make this post even longer by telling them here. Whether women also pee in their wetsuit while surfing or in a triathlon swim I don't know, but I bet they do. Just do it - but be sure to rinse well.
Eric