Our dog urinates indoors

Question
Hello,
Our 2 year old male cross bred Pyrreneen Sheepdog Cookie is/was house trained but in recent months he has started urinating indoors, at home and also in other people's houses.
Sometimes he does it when we are out, but often he does it when we are asleep upstairs at night, leaving a little puddle next to various pieces of furniture in the vicinity of our front door, or in the kitchen. We always walk him last thing at night so a full bladder wouldn't seem to be the problem and he can come and go as he pleases at night, including in our bedroom, although he isn't allowed on the bed.
When we spent a weekend away recently with friends in the country, he urinated in several spots in their children's bedroom. And when we were away for five days vacation and he stayed with a dog-owning friend of ours (whom he has stayed with twice before without any problems)  he did the same thing again.
Cookie's quite a nervous dog and a bit aggressive with strangers, especially anyone in uniform or in workmen's clothes, but he is very affectionate and fun with us and our two kids.
Many thanks for any suggestions you may have. Alison  

Answer
Hey, Alison,

It might also help if you were to read my answer to Skyler, whose duck tolling retriever had a similar issue.

LCK