Perhaps to clarify this I'd like to add that I think that if a bladder is blocked, poisons remain in the body to do damage to other organs. You are not facing a simple dilemma. I'm guessing that if your baby hasn't ever passed urine that there is the possibility of some damage already having happened tho it can't be seen yet.
I'm also guessing that the reason for your baby to not have passed urine may not be able to be fixed. They won't know until they operate to put in a shunt. If that's the case, you'll have gone thru surgery and all the negative effects that will have on your body and your family for nothing. Could the surgery also affect your ability to become pregnant again?
I also believe that God puts each one of us on earth for a reason and I'm basically anti-abortion tho I strongly believe that the decision to abort is between that family and their God. I think God did give us free will and he expects us to make decisions such as whether or not an abortion is the right action for us at the time. Your baby may already be serving her purpose by putting you in this position to make this decision. I believe that there is no right answer because with either an abortion or not you will learn and mature in ways that are important to you. You can say God arranged this so that I will have lost a baby as well as saying God has arranged this so that I will have the experience of trying to keep this baby alive. There are no guarantees of any sort in this situation.
First what is the percentage of a chance that they can successfully implant a shunt? Then, if you do choose to try a shunt and they are successful what are the percentages for her being born reasonably healthy? What are the best and worst case scenarios? I suggest that you weigh all of this when making your decision. Make a list with two columns, one for reasons to do the surgery and one for reasons to not do the surgery. Combine that with prayer and you will your answer. Maybe not a certain one but one with which you'll be more certain than the opposite.
I also suggest that you take your emotions out of the decision as much as possible. Make an informed intellectual decision and then take a look at your emotions and fit them into the equation.
If this decision were mine and I remind you, I'm able to sit here without any emotional involvement, I'd most likely choose to abort given the low percentage of chance that the surgery will be successful and if it is that baby will survive during the next few months. You have a 3 yo who is here now and also needs your love. I suggest that she needs to be your first priority. Yes, she, too, will learn and adjust during this time but at 3 she is more vulnerable to developing difficulties as a result of the stress that your family is having. If she were older, I might think differently. At 3 she is unable to understand what is happening and she needs ongoing, without interruption as much as possible involvement with her parents
Yes, I would get a second opinion first.