The doctor at the major hospital sounds more in tune with your needs but it might be worth contacting a patient advocate at your local hospital and finding out if there is a way for them to cater to your needs. It's not unreasonable for you to have your anxiety considered when preparing for birth and yes, they should make decisions like when to administer an epidural on a case by case basis. Do you have someone who could support you in a meeting with the local hospital board to get this organised? If not, or if that all seems like too much work, then my gut would say go to the larger hospital where you know you will get the support you need. Best of luck with your decision and your birth.