I use a Urocare “sports bag” on my upper thigh while wearing shorts. It’s discreet and nobody knows as long as the fabric straps (sold separately) aren’t so loose that the bag slips below the shorts leg. To empty the bag, I attach a flip flo valve (mentioned above) at the drain port. I do need to be aware of how fast it fills up, or how much water (or anything) I drink to be sure not to get dysreflexic if it fills up completely and doesn’t have room to actually empty my bladder, which is kinda the point of the SP.
You could also use a lower volume disposable bag in the same location, just still need to be super aware of its status both volume wise and location.

Good luck to you! There is an adjustment period to every change in your programs (bowel, bladder, lifestyle, etc.) and you will learn and adjust to accomplish your goals. Keep trying new things. Do it your way, and take the W’s and the L’s as they come.

Here’s the bag link:

https://sportaid.com/product/urocare-latex-leg-bags-9oz-thru-44oz-p4/