With GPL you only need to release the source if you link statically. But if you use dynamic linking (DLL/SO) and the user can replace that DLL with their own then you don’t need to release your sources.
The other case is when you modify the GPL protected code. In that case, even if you release a dynamic library (DLL/SO) you have to also distribute (or at least open source and probably mark them) your changes to the GPL protected code. At least that’s what I recall reading on it.
You can do static linking with Urho and only use dynamic linking with the library that has the more strict license. But IIRC Urho itself does not include any third-party library that is not compatible with the MIT license.