I don't know what your contract says, but I can't imagine it would restrict you from seeking a second opinion. One would assume that if you prefer the second practioner,you wouldn't be returning to the first one.If that were the case, a short note to the first Dr saying you sought a second opinion and feel the new Dr is a better fit for you. If you seek a second opinion and aren't impressed with that one either, no need to mention it if you won't be seeing it.
I do recommend that every time you have any testing done, or labwork-request a copy for yourself for your 'personal records' That was if you wish to see someone for a second opinion you have theinfo and won't have to ask to have your records sent anywhere. Just be sure you keep your own copy.You will have to sign a release but don't worry-just a technicality. If they get snoopy about why you want them, just say it's to have in case you travel and get in an accident,etc and they won't have much to say.They can't refuse the request.You don't have to ask the Dr, just the secretary or medical records clerk.
Some of us have had to go to half a dozen docs before we found the right one. Personalities and beliefs have to click for this thing to work right and you to get the best pain relief. Remember-they are actually the ones providing a service for YOU!