And the PSA part... doesn't that have something to do with prostate cancer? As a uro that works with cancer patients, I can see why he wants to test that. They also checked my bladder and stuff too, since I was there.
Whoever is giving you the HRT should be monitoring PSA regularly imo. PSA is not the greatest test in the world, since inflammation, prostatitis and BPH (and probably genetic)s can raise it very significantly. But one thing is pretty certain: if your PSA rises significantly, then your prostate is probably "stressed." So you need to get it checked out is the bottom line, because it could also be prostate cancer.
At least that is what I have and that is still the mainstream opinion from all I have seen.
Example: my HRT clinic monitored my PSA every three months and saw it go through the roof one reading. They immediately took me off of HRT and sent me to a urologist. Of course, no one likes to be taken off of HRT, but it was the right thing to do in case it was prostate cancer. (I had a biopsy and they only found inflammation.)