I've asked my pdoc and T questions that I was sure would result in a "no". I was pleasantly surprised a few times when I got "yes" for an answer.
You never know until you try, I guess. And getting denied isn't so bad either. You're never going to get "yes" for an answer 100% of the time from anybody, regardless if they're a therapist or not. It's an everyday risk you always take. That's how I would think of it.
And since you want real life examples: About 5 or 6 months ago, I outright asked my pdoc for a benzo. I seriously thought I was going to come off as a desperate druggie. I mean, I was literally asking for street drugs. lol. To my pleasant surprise, I got prescribed Ativan. Then when I said Ativan was sh#t, I asked again and got Klonopin. hurrah!
It actually took me MONTHS to sum up the courage to ask because, like you, I was afraid of getting a "no" for an answer. (And in my case, I was paranoid I'd be labeled as a drug seeker.) But it turned out okay.
Also asked for Adderall and got it, after asking for the Klonopin and Ativan. That's 3 street drugs in a row.
Oh, and I also asked for a different stimulant... We agreed we're going to try another one. So that'll make 4 street drugs once I see him next time