I think you are doing the right thing Chubbysan!
We have just potty trained our little one (25 months) and she did exactly the same!!!
She held her pee in all day sometimes (really worrying). Just when we were seriously about to give in and go back to nappies (after about a week and half of this) she suddenly 'got it'! ... now, in the last two weeks we have only had one accident, and she has not had an accident at all at school (touch wood)! Lily also went through a phase where she we had to take her to the toilett every time she wanted to fart!
In hindsite, I can see that toddlers so young have a completely different way of learning to us - the information processes very subconciously in their brains and then finally when it is sorted, they just do it (as though they have always done it)! I find Lily does not ever conciously learn, she just does! Whilst she processes the info it feels as thogh she will never get it becasue I cant see her learning.
If your little one is holding urine in it means actually she has incredibly good bladder control, which is brilliant. Keep persvering (i have to say for a week we bribed with sweets (one for sitting on the loo, then another for doing something) ... after a week of being dry we noticed that she was saying she needed a wee just to get a sweet... so we quickly put a stop to it lol.
Good luck with your little one, I am sure it will go fine, just dont give up too soon.
Take care
Poppy, Lily xxxx