Hi,
at 12 weeks you will do a Nuchal Translucency (not sure about the spelling) which is a scan that measures the thickness behind the neck of the baby. this with a blood test and your age will give you a result about the risk of having a baby with down syndrome or other genetic anomalies. I guess that because it is a quite specific exam you need to have it done somewhere where they are specialised (believe me, you want to have somebody good to do it, to avoid useless scares!!!)... Maybe that's why they send you to Albany? it is a normal routine exam for what I know...
Hope this helps, even though it doesn't answer all your questions.
If you don't feel comfortable with the doctor you have seen, maybe you should try to find another. Don't be afraid of asking questions, no question is a stupid question!
good luck
xxx