Morning urine is urine that's been "brewing" for (typically) 8+ hours. It's always stronger, in ALL compounds, than more dilute daily urine. You lose waste products through defecation, sweating and other processes that aren't active at night, so your urine typically contains more of everything after sleeping.
Personally, I went into keto again 15 days ago. I was eating a nut-only diet for the first three days to really shift my metabolism. I was also drinking 2 gallons of electrolyte rich water (added potassium, sodium and magnesium) to keep well hydrated. After those 3 days, and 4 days of a higher protein type keto diet (and regular training) I had gone from my usual weight of ~185lbs to 171lbs.
LOTS of the carbs in nuts come from processing. Raw peanuts, for example, have 1g of carbs per ounce after you account for their fiber content. Cashews do have more carbs, so maybe I jumped the gun there (though I HAVE used them for this temporary "induction" period without ill effect, and routinely consume them in keto).
I don't use protein powder while in keto. I don't see why I ever would. A carton of eggwhite, for example, has zero carbs - many more beneficial bioactive compounds, the same amount of protein and comes in at less than 1$, about the same as most designer whey's. Make your keto diet home cooked, REAL foods, and you can easily hit <15g. My record was 4g of carbs one day by consuming mainly ground beef, eggs, roast chicken and nuts. It fucking sucks to eat <10g carbs a day, but do it for three days and your body will REALLY understand it needs to make the shift.
Then you can lax up, start eating dry-rubbed ribs, for example, and all the protein powders you could ever want. Getting into keto fast is, IMHO, the best way to do a keto diet, as the shift can really rob you of performance at the gym, willpower outside of the gym, and enough muscle glycogen to make you look anorexic. None of these things are good, and they really fuck with you mentally, so the faster you start seeing the wonders of keto (and there are many) the better.