I am in the process of trying to get disability (denied the first time), and my lawyer told me that one of the biggest mistakes people make is working while they are applying for disability. Looking like you CAN work is the exact opposite of what you are saying you can do when you are applying.

Collecting medical records is a part of the disability process once you apply, so I would suggest you go ahead and apply. Your medical records will be collected from any source that you list, although I suggest that you follow up with your doctors to make sure that your records are requested of them and that they are sent in in a timely manner (because unless you hire a lawyer, no one is really looking out for you in this matter but you).