I would simply ask what his policy is. I know that my T would probably be able to fill even a last minute cancellation with another client (she's done that with me - had another client cancel and I took the spot same day).

It's very unusual for a T not to have you fill out any forms. My T is in private practice and doesn't take insurance. I still had to fill out a basic info sheet, history form, consent to treat, and sign some confidentiality and policy forms. You might ask your T if this is something that got overlooked in your initial appointments.