My first egg collection was a nightmare. It was with a local anaesthetic but didn't work for me and I was in so much pain they gave me gas and air to get me through the procedure. The gas and air really helped. The two ladies that went ahead of me hardly felt a thing so it can be different for each individual. The next three I had done, at a different clinic, was under sedation, but it was like I was under a general anaesthetic because I don't remember a thing and they were much better experiences.
Maybe need to question the clinic as to what they mean by sedation.
Good luck!!