What is the closest substitute for the cheese in urnebes?
Wikipedia, as well as all 12 serbian recipes I found specify full-fat white brine cheese (cow or sheep milk). Only one of them called for a type of cream in addition to the cheese. 

In Western Europe, Turkish groceries can carry typical Balkan white brine cheese. If you don't have access to one, buy feta. Cow and sheep cheese are considered substitutes in Balkan cuisine - the cooks are aware that they have a difference in flavor, but they use what they have at hand, similar to the way that an apple recipe will call for crisp apples, but won't specify Pink Crisp or Elstar apples. So both cow and sheep feta will do in principle. But I have noticed that supermarkets sometimes carry expensive real Greek feta, which is high quality, and only cheap western-made cow feta-style cheese, which is of inferior quality and has a rubber texture. If you are not sure of the quality, go for the real imported feta (which will be sheep), not the feta-style.