If you got the nice BP drop, you peed extra. Sometimes it's not as noticeable but a little more each time adds up.
Often what IS more noticeable is a weight drop of several pounds as your BP lowers. Remember water is a pound a pint.
Also, people who have eaten the most salt beforefand will pee out the most; those who have been restricting sodium will not notice so much diuresis.
There is a long term claim for diuretics that they also have the capacity to dilate the arterioles slightly (vasodilation) but it's not a factor at the 4 day mark.
I hope you continue to get good numbers with thiazide (and eat the banana!