Logically thinking, both men and women should pee when they faint or die because of how this thing works.
It is not the loss of bladder control but just the muscle which closes urine channel gets relaxed and everything flows freely.
The amount of how much they pee depends only on the contents of the bladder so if someone did not pee he was just empty.

I doubt about erection because. if the heart stops there is no blood pressure., but maybe when the brain has not enough blood it gives a command to raise blood pressure and it can cause a short lived erection before death. Or it can be that this kind of stress, in general, can cause an erection even before execution.
However, the erection will end when the heart stops.