I'm not sure the context of this particular question, but I am assuming this isn't about what is of course assumed in basic professionalism -- I take those things as a given (or I wouldn't see that particular therapist). So I am assuming this is about asking/demanding something of an already ethical therapist who hasn't done anything that would involve a matter of legal ethics.

I don't know that I'm one to ever "demand" anything of others; the use of that word rubs me the wrong way. I just don't do that to people. If there is something I need from a therapist that they aren't already providing, I talk to them about it. We have a discussion, and they have the right to say no. I don't expect that my therapist can necessarily meet all of my needs, nor do I think he is required to.

I've never really been in the position where I needed to do this quite honestly. My therapists were willing and able to provide what was needed; however, I would imagine that if it was something vital to my therapy that my therapist couldn't or wouldn't provide, I would have to decide if I could live without or if I would need to move on to a different therapist.