New horse. Were having some issues.?

I would say she probably just needs time for you both to bond and for her to trust you, urinating whilst lunging is definatley not normal, and clearly sounds like she is petrified as you have said. Spend time with her out in the paddock, as well as on the yard, see how she reacts to other things which may upset her, to really establish where the fear is coming from. Its really hard to try and understand a new horse straight away, but try not to put yourself in any danger too. I would recommend having a chat with a trainer, to see if they can establish anything too.How old is your horse?