I am sorry to hear about what would be embarrassing for anyone. My niece started to have a little leaking when she was 11. Ultimately she found Kegel exercises for strengthening the pelvic floor muscles. Being 11, 19 or 79, the problem doesn't have an age limit. As a late bloomer, the possibility exists that you have some anxiety over intimacy and you might want to meet with a counselor a few times just to make sure. If nothing else, you will have less anxiety over the issue. Don't be too hard on yourself, Kegel exercises usually work unless you have something else going on physically. A visit to a urologist or an OBGYN is in order either way. With my niece, nothing physical was determined and she did eliminate the problem with exercise, growing up physically and she did have some counseling. This is a more common problem than one might expect. Women tend to know a lot about their fellow women. I became aware of how common it is through a girlfriend in college and again reminded when my niece started having problems. As a man, I am not at all bothered by a little leaking, and I expect most men would be fine with it as well. It beats the heck out of not being able to go, something more common in men.
Anatomically the simplicity of the urinary tract of women compared to men is both a salvation and a potential problem. A bladder valve or sphincter and a short urethra and that's it. Men require a flexible cystoscope or have to be prepared to endure some serious discomfort while the anatomy is forced to fit a straight line. Damage from a UTI, something that starts out more common than in men, can make it difficult to close easily and always water tight. That short urethra makes infection and hygiene easier. You are definitely 19 years old to discuss medical issues so candidly.
One last consideration, the nerves. Most sphincters in our bodies are actually two band like muscles that makes sure of closure. One sphincter is part of the sympathetic nerves, the other is a parasympathetic nerve. When you can't go, it's because you have to want to relax the sphincter you do control, but it's not the right environment, mentally. When you have a weakening of the nerve signals, leaking is probably going to happen. You might have damaged nerves or your body's finishing up some transformation to the final adult anatomy and the nerves haven't caught up. If you have any back problems, sciatica or numbness in the region, a nerve could be pinched.
Good luck,
LL