Altitude, cold, and maybe Diamox can all cause you to urinate more frequently when in the mountains. Snow camping, at night, and stormy weather are all complicating factors, especially at the same time. Stay in your warm sleeping bag and try to hold it, or step outside into the gale to take a pee? It's a tough question all mountaineers face on a regular basis.
Fortunately, there’s a fairly easy solution.
While it’s mandatory gear for a big expedition, a dedicated plastic pee bottle probably won’t be carried on a shorter trip. Solution: a 1 gallon Ziploc freezer bag. Lightweight, takes up no room in your pack, and can give you relief when you need it most. Yes, 1 gallon is probably more than you need, but you can share the bag with your tent mate. (Word has it that ladies find a bag easier to use than a pee bottle.) Put the bag in the tent vestibule when it’s full in case the closure is not as strong as you thought.
Bonus - The same 1 gallon Ziploc freezer bags also work great as buried snow anchors for your tent. So, you might as well bring a few!
Related tip: If you’re on a longer expedition and you do have a designated pee bottle, it will smell pretty ripe after a few days, especially when you open it in the tent. For a pee jug odor preventor, before you settle in for the night, put 2 iodine tablets (the same as for water purification) into the empty pee jug. The iodine kills the bacteria that cause the odor.