Blood in Baldur's Gate happened before abdal died right?
I think the Dark Urge is a Bhaal spawn, they get abducted and spend the next 15 years in the Astral plain with the mindflayers. As they technically arn on Torill Bhaal gets to reincarnate/make an avatar, but is missing the bit of himself that was in the urge.
The Urge seems to be the pure unbridled bloodlust of Bhaal while Orin is more of the sneaky stealthy assasin.
Now the Dark Urge can be whatever the player wants in terms of class and abilities but Orin is precisely what Bhaal was in life, as a shapeshifting rogue assassin, and as you play the dark urge you will be pushed down that same path with very powerful items as rewards that are best used by rogue assassins, heavily incentivizing the player to respec into one. Plus the rogue is a great skill monkey class and fairly good at all the speech stuff so also very good class to make use of all kinds of speech checks in the game. The only drawback of the rogue is you can't have wisdom proficiency and wisdom checks are also relatively common but overall I think rogue assassin is definitely the class to go with for the Dark Urge.