Is our bladder and urethra supposed to shed skin cells or is this not normal?

You've asked at least three versions of the same question. This is normal and occurs all the time, without any awareness of it. There is constant turnover of the cells that line the bladder and urethra, with new ones continually replacing dead ones. These are shed in the urine. They do not block the urethra in any way. If you're having unexplained urethral/penile symptoms, see a doctor.

Bladder and urethra have different cell linings then the skin. If you see something coming out make sure it is not from the vaginal area mixing in your urine. If not then pl see your doc