Taylor, the leaving in the room thing is a little strange. I wouldn't want to do it for fear something would go wrong.
Regarding your concerns about Ollie being timid -- made me think of how fearful I was to leave Teddy at the vet for his dental. I thought he would be terrified, but he handled the day like a champ. In fact, he may have handled it better than Max did his day.
Don't tell Max I said that.
Ollie might be braver than you think.