So, I'm female and every time I masturbate it's hard for me to get turned on without intensively rubbing or teasing my cl/toris under the process. I don't feel any real 'pleasure', so to say when I don't do it. But, my problem is that every time I feel close to orgasm, I wet myself. I'm pretty sure I wet myself and I orgasm at the same time, but I wonder why this is. I'm very sure that it isn't female ejaculate, since it fades yellow on my bed sheets. And it happens even if I go to the bathroom before masturbation, which makes me wonder what it might be.

The nerves and muscles in that area are intricately intertwined, so intense sensations may affect more than one area. At the moment of orgasm, there's a total relaxation, so even your bladder can release residual urine (and there is often some left, even if you go to the bathroom before masturbating or having sex).

Plan ahead and have a thick towel handy to save your sheets.

Very normal. Happens to me too.
The best thing you can do is go to the bathroom before sex or masturbation. And use a towel under your bottom

Also, try masturbating in other positions. Doggy style for instance, does not put as much pressure on the bladder.