paying for a doctor when you have insurance and getting a prescription?

I’m seeing a doctor and if hes not covered under my insurance and I just pay for it will this raise any problems? To clarify, Will paying for a visit when you have insurance be a problem? Also if said doctor writes a prescription and I fill it with my insurance discount will this raise a problem? Like claiming the medication without the visit? I realize this looks like a shady question but I need to see him and he may not be covered under my insurance
From what I’ve found so far, paying for the visit will not be a problem. Still what about if he writes a prescription will my insurance still cover that? Or will I know right away at the pharmacy when they put the script in the system?