I did a search on the forum, but did not see a thread on this. I've got a 6 year old Basenji mix with an occasionally nervous bladder. She is fairly high strung and nervous in general, but we moved about a year ago and sometimes we just cannot get her to pee. For example, she is apparently afraid of wind, so if it's really windy, she'll ask to go out but then stare at you and try to go back inside. Yesterday, we were out and things were progressing as normal (so, lots of sniffing to find the perfect spot), but a guy with a leaf blower came too close and the noise scared her so that was it, back inside we went. (too close was about half a block away, although it was loud thanks to echos off the buildings).
This can be pretty frustrating, but it's usually not the end of the world unless it happens in the morning before work, when I just don't have the time to wait awhile then take her out again. I should note that it's not just that she doesn't have to go. The leaf blower incident was in the morning after she hadn't been out for about 10 hours. She definitely had to go. I don't always have the luxury of coming home for lunch to try again, and I hate to leave her all day with no bathroom breaks, both for her and my carpets.
If she is generally nervous, high strung, and/or anxious, have you ever considered seeing if medication can help? A lot of dogs respond very well to behavioral medications, and live much happier lives because of it.