I cant imagine anyone being able to really hold it for long after drinking a lot of fluids. Or after eating when it stimulates a bowel movement. Maybe she has an irritation or bladder infection starting and had some pain last time and is scared. How would you know if she "made it up". She will have to go eventually, or a trip to the Dr for a catheter, which will just make her more upset. I say give her all the juice and milk she can drink and she will eventually go without being able to stop it. If not, call your Dr.
ADDED: you say you "tried the hospital thing" What do you mean? Did you just threaten to take her, and it scared her but not enough to make her go, or did you TAKE HER? Why joke around with her, just take her in a have them figure it out.