Urging dispatch just means that SHEIN will notify the shipping provider to deliver and expedite your SHEIN orders so that they will get to the delivery address on the estimated time of arrival. SHEIN will not ask you to pay an extra fee when your press the "Urge Dispatch" button although there is no guarantee that your orders will still arrive on time.
On the other hand, it is recommended to just try and press the "Urge Dispatch" button since no fee will be charged and the order might still get delivered on time, even earlier if you're lucky.
Clicking on "Confirm" is safe and will not affect your orders whatsoever.
If there are any issues with the shipping provider, SHEIN will be the one to first contact you.