I let her know because if something goes wrong I want an accurate diagnosis. She did write a prescription for it, but my insurance in Canada won't cover it since I lack diabetes or other qualifying issues beyond sleep apnea. She gets it even though she doesn't fully agree.
I kept it to myself. Telling her would reveal she never wrote a prescription for it, which could make her view me as someone who takes chances and lead her to be more cautious with future prescriptions like pain meds or benzos. She might worry about potential misuse. On a personal level I see grey peps as less risky than staying morbidly obese.