Hi Caroline,
It's not something I've heard before, to be honest.
As far as I know, blood cells in urine is usually either a UTI issue or a kidney issue. Following a thought that the CML itself might have given your kidneys a hard time, I did a bit of searching on PubMed and found this paper:
https://www.ncbi.nlm.nih.gov/pubmed/20558931
It says:
Chronic myelogenous leukemia (CML) is a myeloproliferative disease that originates in abnormal pluripotent bone marrow stem cells and it is consistently associated with the Philadelphia chromosome and/or BCR/ ABL fusion gene. Renal infiltration of leukemic cells is relatively rare in CML and is associated with renal impairment.
...
Treatment with hydroxycarbamide and prednisolone resulted in stabilization of the renal function .... Leukemic infiltration into the kidney should always be considered when a patient with CML presents with renal impairment, regardless of the clinical stage.
Give that, it doesn't seem unreasonable to consider the possibility that the two things are related, and hopefully your doctors will be looking at your kidneys alongside the usual CML treatment.
David.