So a couple things make this difficult from a legal standpoint. First, unless and until any actual adverse employment action is taken against you--something tangible like a termination or demotion--you do not have any actual damages and thus no basis to sue or take other legal action. Second, elective procedures are generally not protected in any manner under disability laws or under the Family Medical Leave Act. So, since employment in AZ is "at will" absent an agreement to the contrary, you actually could be terminated for missing work for this reason.
As for the calls your employer made to the medical facility, I agree that crossed some boundaries. However, it does not violate any law ans there is nothing illegal about calling a doctor and asking questions. It would be illegal for the doctor's office to reveal information about your condition without your consent under HIPAA, but HIPAA doesn't apply to your employer, it only applies to medical providers.
So from a legal standpoint I don't really see too many options here. I can understand you being upset with the way this was handled, and I would think most employers would be more understanding about allowing time off for a medical procedure even if it was elective. But the law doesn't really come into play here, and so it's best to see what you can to smooth things over with your employer on an personal level.
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