Definitely all the above.
Anything else "odd" that has happened - whether or not you think it's relevant (don't censor stuff because it might be unrelated - let the neuro decide).
It might be helpful to construct a rough timeline of when different things occurred. Needn't be exact dates, but things like "last Spring", or "about three times this year".
DON'T just hand your timeline over, however. Talk through what has happened to you, perhaps referring to the notes, if they help you remember. You can leave them with him/her at the end, if you like (remembering to retain a copy for yourself, so you have a record of what you said).
But it's a waste of your consultation just to hand over a list, but not discuss it - he/she might shove it in the file and forget ever to look at it again.
I suggest you discuss the symptoms that have been bothering you the most, first. That way, if you forget anything, or run out of time, it won't be one of the "biggies" you leave out.
I definitely think you need to overcome your embarrassment, and mention the "urgency" issue, with the loo. It's very important they understand exactly what's been going on with you - partly because it might be an important clue , but partly because many symptoms are treatable. If you don't mention something, then you certainly won't be offered any help with it - which is a shame, if it might be something that could be fixed - or at least improved.
It's also helpful to mention any patterns - anything that makes symptoms worse...or better. Are things better/worse at night. in the mornings, after eating, when tired, etc. etc? Is it worse if you get hot? Does anything help? E.g. is the ankle better if you take over-the-counter painkillers, or does nothing touch it?
You might also be asked about other health problems in the family, as this could provide important clues, as well. Some conditions run in families - even MS, which is not considered hereditary. So if you don't know already, it's worth asking relatives if anyone else in the family (even quite distant relatives) had any "unusual" illnesses.
I had quite a distant auntie with MS, that I hadn't even known about! Strange as it may seem, it is relevant.
I'm sure you'll be fine. The neuro should prompt you, if there's anything he needs to know more about.
Be prepared that you probably won't get any answers on the day, although you might be referred for further tests.