On page 3 of the RRG under the section called Actions we have this:

"Special actions are denoted on components by the --> icon."

"If movement points are gained as part of a special action, they must be spent immediately during that action"

That would imply that when you use Urgency you have to use 100% of the movement points generated from the card before doing anything else or those movement points are forfeit.

Is that correct?

Yes.

I wish it wasnt, but yes.

What about Davith and his Vanish card?

Special Action: You can not suffer damage or receive conditions until your next activation. At the start of your next activation, gain 4 movement points.

Vanish is a special action but it delays his movement points so he can't use them during the action. Does the points need to be spent right away or could he use a move action and have 9MP before moving.

Vanish does not give movement points as part of a special action.

The movement points gained as a lingering consequence of Vanish go into the movement point pool at the start of the activation and can be spent before or after actions during the activation.

I'm not sure I follow exactly how Vanish doesn't count as a special action that provides movement points...

1) I play vanish.

2) It's effects linger until the start of my next activation.

3) Next activation, I gain the movement points but they were still given to me as a part of a special action.

Movement points can be spent before or after performing an action. If movement points are gained as part of a special action, they must be spent immediately during that action.

So when the movement points are gained it is no longer "during that action", even though you only gained them "as part of the special action".

The best I can suggest is that the Urgency special action has already ended, so the movement points are not gained as part of that special action but due to it installing a temporary rule to give movement points later. If the figure is defeated the movement points are not gained, so you can't say they are gained as part of the special action. The figure needs to actually get to perform its next activation.

Another example: Gideon's Mobile Tactician gives Gideon 2mp after resolving command, which is a special action. The movement points are gained because of Command triggering Mobile Tactician, but are not gained as part of a special action.

(Fortunately there are very few special actions that give movement points.)