@dablues, it seems like you and your husband are dealing with several different issues and health conditions. First there are his health conditions: bladder cancer and COPD. On top of that he seems to be fatigued both because of the medical issues, but perhaps also because he's fed up with it all. On top of that we have COVID all around us. It's hard work being sick. It's hard work being a caregiver. I can tell that you want to help him in everyway you can and you don't want him to give up.
DaBlues, The best thing to do is take one step at a time. If I have understood correctly, he has agreed to continue 3 more BCG treatments starting in November. Monitoring his treatment and tests will determine the next steps. No need to make a decision about kidney biopsy or anything else at this time. Cross that bridge when you get to it.
You also said that your husband finds travel difficult, especially since he is on oxygen. Given that he is a high-risk patient for COVID, it is probably wiser to stay closer to home for care. Is the cancer specialist in GA working with your husband's care team at Mayo Clinic? Have you considered virtual or telephone consultation with Mayo?