Definitely fits the description of retrograde ejaculation. This isn't dangerous or require treatment unless you are actively trying to father a child. You should see a doctor and they will examine your urine for semen. It will be a strange appointment because you have to go pee and empty your bladder. Then masturbate until climax and the urinate after (when you can). Ya, that's not really fun but what you will do to find out for sure. Dry orgasm can be due to retrograde ejaculation but if you have no sperm in your urine, then you could have an issue with semen production. They need to know which.
They only treat retrograde ejaculation IF you are trying to make a baby. There are some medications you can try when it's time for fatherhood. And fertility treatment is an option. Between those two, you should be able to father a child.
I'm 36 and have had the same thing my whole life. My urologist saw how the muscle to the bladder neck that's suppose to tight wasn't by a simple ultrasound. There is nothing that can be done really, surgery is too dangerous in such a delicate area and only likely to make things worse. I did read about collagen (botox) that was injected by the bladder neck that has helped for congenital retrograders like us, but I haven't been able to look into it. I even had 2 MRI's done just to see if there was a pinched nerve or something, and there wasn't. It just sorta is like that.
The doctor did say they can strain and wash the semen from urine and inject it into the woman (basically with just a turkey baster). Personally though, I'd just adopt for moral and ethical reasons, but I get why you would want that option.