How can I ask for this kind of support at doctors appointments or PT appointments?

I’ve had a really tough year health wise. I just started pelvic pt but because of some past medical trauma, appointments make me really anxious. I’ve noticed I do a lot better with people who kind of “baby” me through appointments. My PT will sometimes dim the lights, rub my leg or back, and remind me she’s not going to hurt me. When I had a procedure at the hospital one of the nurses wrapped me in a warm blanket before she put in my catheter and it helped a lot. I have an OBGYN appointment coming up and I don’t know how to ask for things like this to help me feel more relaxed and safe? I also don’t know how to tell my PT that I feel better when she does those things without sounding weird?