The Bavarians, who were dominant in their last-16 first leg victory in Italy ahead of next week's return leg, saw playmaker Musiala hurt his left ankle, which he broke last year.
Germany playmaker Musiala, desperate for match practice ahead of the World Cup starting in June, only recently came back to full action following his broken ankle and leg in July 2025.
Canada international Davies, who had also been sidelined with another injury until his own recent comeback, picked up a thigh muscle injury, while keeper Urbig will be out with a concussion sustained at the very end of the game when he clashed with an opponent.
Bayern, top of the Bundesliga with an 11-point advantage, did not say how long each of the three will be out of action.