By the way, if you take this drug, you will notice your urine will smell differently (different chemical composition). That (logically) means that your body either retains something it should have gotten rid of or the opposite, meaning your are changing the chemical composition of your body. Science has no idea how this drug actually works (we only know that there is some kind of effect) and has no idea what its long-term effects are.

A change in the chemical composition of urine strongly suggests a change in the body, but doesn't "logically" prove it. In the simplest case you could imagine consuming some kind of dye which is simply excreted and not metabolized, which could change the appearance of your urine, kind of like in

https://en.wikipedia.org/wiki/Beeturia

(where the urine change itself mainly reflects what the body did not absorb).

Another possibility is that the body breaks down the drug and excretes all of the reaction products. In principle, that could occur without consuming any other substance, just by applying energy to cause a reaction to occur, or by providing a catalyst.

Also, some chemical changes in the body are beneficial (though the typical random change is most likely not).