If I were to give general advice on the physical exam situation:
1. If wearing a gown bothers you, just simply ignore orders to wear a gown, and remain undressed to your level of comfort. You can always say you realize the gown is a bother and just in the way, and you mention that you understand s/he needs to examine your body anyway. This is a communication that you are comfortable without modesty concerns and you are open to as thorough of an exam as they are willing to provide.
2. If you really want any specific area checked, or have any specific concerns, by all means, speak up. Don;t assume the doc will automatically be thorough, or that they would refuse to be more thorough. Be tuned in for when they ask you if you have any general or specific health concerns. This is your opportunity to address where they may not have been as thorough as you would have liked, or to ensure they are thorough enough when they proceed to examine you.
3. If for some reason you are not comfortable, for example, your doc is the opposite gender of you and that makes you uncomfortable, state that you are nervous, and ask if there is a nurse or someone that could help put you at ease. That would serve as a subtle hint that you would like a chaperone.
4. if you have never had a genital exam and would like one for whatever reason, state that you have never had a genital exam & would like your doc to just check to make sure everything is okay.
5. You can always say that you would like a medical health care professional's opinion just in case they catch something you took for granted or might miss. This could apply to any part of your body, but say for example you admit to checking your testicle monthly, but that since you are there and it wouldn't take long, you think you might as well have a medical professional check just to be sure you're not overlooking something.
We can always inbox private message further....