Hamster urine is normally cloudy. If your hamster's urine is normally yellow and has changed color this is a cause for concern. Changing the water should not change the color of the urine. Certain foods can change the pigment in the urine. Losing fur and anorexia make me worried that there is an underlying medical cause for all these changes. Hair loss can be due to stress, disease, dermal parasites, and barbering. Loss of appetite has many causes and tells me your hamster does not feel well. Your hamster needs to be examined by a veterinarian.