I'd have to agree with AME, there isn't much evidence for most of the supplements, but I can understand why people use them- especially if they feel it'll give them an edge in their sport.
Most will not cause harm, I can't think of many having a detrimental effect on your urine test.
If everythings working fine, then your kidney's should do their job properly and filter out the crap.
At a guess, in extreme circumstances, the urine dipstick could be affected by the follwing:
Ketones present: In vomitting or starvation.
Glucose present: 'spose in theory hammering the simple carbs could bring on the onset of diabetes. (Tenous link)
Protein present: In theory, the protein powder could potentially !!!! up the kidneys.
Vit B tends to make the urine dark, but I suspect that this won't be an issue.
Can't think of any problems with the blood sample- in theory, high fats in the cholesterol could affect lipids.
Illegal supplements are, however, a different kettle of fish.
(Greengrocers is ya' best health food shop

)