Let her work this out on her own.
I know, as a preschool teacher, believe me, I KNOW this is hard to watch. However, once children have mastery of the whole toileting thing, many of them like to 'test' themselves and see what their capacity is. I have a little "pee camel" in my group who can hold it FOREVER. While the child is at school, I don't ask--but SEND the child to the bathroom at regular intervals, just as I do the rest of my group. But if it were just she and I, I would do this less often. It's obvious this is an area she likes to feel control of.
If it were me, I'd relax about this phase as much as I can, and if she has accidents, let her change her clothes/help with cleanup. Otherwise, she's eventually going to figure it out on her own. For what it's worth, in my 19+ years of taking care of children, I've never seen a bladder infection from "holding it". Occasionally, because of poor wiping habits, an infection will develop. Your daughter seems to have her own way of doing things, so I wouldn't worry until a tangible reason which she can understand (accidents or infection) presents itself.
Hope that helps!
H.
PS--Good to hear from Allison-- I haven't seen everything yet!