Thanks for all the suggestions -- went very well. The nurse brought me into the room and filled in the paperwork, and asked me to change, but I said I had some pre-exam questions and would like to talk to the doc beforehand. She didn't realize I was also there for general medical stuff, and it would have been a long discussion half-naked. She eventually told me it was my choice if I changed or not before the doc entered, but I chose to stay clothed, and the doc was ok with that, but I think he was really distracted by the gloves, lube, speculum, slide, swab, etc. right in front of him on the desk. It was like he was thinking when are you going to stop asking questions and get on with this?
I told him I had a couple questions before the exam, and some during the exam, and he said that was fine, and I put a disclaimer on them -- that they were merely curiosity based (he really can appreciate my curiosity and that I am well-informed)! So, I asked about watching with a mirror, and he said yeah, but looked panicked when he said he didn't think there was a mirror around, and I said I came prepared. Then I was really afraid to ask about keeping the speculum, and thought about rescuing it from the trash, but got enough courage. I just said "Can I keep the speculum?". He said yeah.
When the nurse came in, he explained to her that I wanted to see inside with a mirror, and he actually took the mirror and adjusted it for me, but was easier for me to do it. Then he asked if this was what I wanted to see...um...yeah.
He then removed the speculum and dropped it in the garbage, and quickly pulled it out. He looked so embarrassed. He said -- out of habit. He explained to the nurse I wanted to keep it. Think he kept covering his butt. He asked the nurse to put it in a specimen bag and then in a brown bag (she asked him if it was going to the lab, lol). He said no, I wanted to keep it. No other explanation. I had a backpack with me and was prepared to leave with it discretely.
Doc was VERY good about explaining the PAP and how it is done.
I would have asked him more during-exam questions, but I was tired and forgot, and was otherwise feeling unwell, but did not want to reschedule the exam, as that would have been stressful too.
Only minor thing that happened was, while I was changing, someone came in without knocking, not sure probably a nurse, and I shouted "not yet!" I think the doc heard about it, because when he left the exam room, he made a point of locking the door and telling me this was so no one would intrude.