The vagina is not a sponge that soaks up every single drop of semen. Of course, most of it is going to come out. That does not mean that one microscopic sperm has not made it to the egg.
Your urinary tract has nothing to do with the vagina. It does not flush out the semen. The vagina is on the inside, the urethra is on the outside of the body.
I think you are too impatient. One month is not a long time to be trying to conceive.

People try for years and then finally has a kid it takes a while.