Afraid to inform HR of sudden Leave [CO]

I have to take leave immediately for a medical condition that unexpectedly got worse. I applied for FAMLI and selected the 16th as my first day of leave, and tomorrow I’m enrolling into a treatment program.

My doctor wants me to reach out to HR to see if there’s any additional forms they’d like her to fill out, and I’m honestly concerned that they will decide to just let me go. I don’t know of anything specific that they’d let me go for, but we’re an at-will state so I’m afraid that they’ll just use that as an excuse if they retaliate. Of course I’m going to reach out anyway, but how plausible is this? How are people protected from retaliation in an at-will state? I’m feeling very lost and like this will end up only one way.