Blood is mostly made up of water. If you're dehydrated you will have a lower blood volume. A lower blood volume will decrease the amount of blood pressure. Just imagine filling a closed container with gas or liquid and you should be able to understand the relationship between volume and pressure.
Lightheadedness can be caused by low blood pressure because their is not enough blood getting to your brain. High blood pressure would give you a headache due to the pressure exerted on your brain.
Low urine output is due to your body's response to low levels of water and blood volume. The higher the blood and water volume, the more hormones that are released to signal your kidneys to get rid of water. And the opposite goes for low blood volume.
The reason your urine is dark could be caused by a lot of things, but in this case it could be caused by low amounts of water to dilute it.
Hope this helps you understand whats going on and how one thing can cause multiple things to happen in your body.