Does insurance cover the O-Shot?

The tempting order of events is to book the appointment first and ask your insurer later. With the O-Shot, settle the payment question before anything else.
The short answer is no
www.healthline.com states it directly: "The O-Shot isn’t FDA-approved or covered by health insurance, so it must be paid for out of pocket."
Plan on paying the full price yourself. That is one source's position, so if coverage matters to your decision, ask your own plan in writing before you rely on the answer either way.
Why a "no" still needs a second look
A source saying a procedure is not covered is not the same as your insurer telling you so. A written reply from your own plan is the version you can rely on.
Ask the clinic as well. Request the full price and everything it includes, in writing, before you agree to anything.
Tell the clinic the real reason you are going
Do not describe your visit differently from the real reason you are going just to fit an insurer's rules. Say what you actually want treated, and let a licensed clinician decide what that is.
If pelvic support symptoms are what brought you here, MedlinePlus covers pelvic support problems and the pelvic floor. Read it, then bring those symptoms to a clinician instead of guessing at a diagnosis.
For background on what the O-Shot is and how it is described, Healthline's overview of the O-Shot and PRP is a plain place to begin.
Get the price in writing first
Assume you will pay in full, and do not sign anything until the price is in writing. Slow the decision down until you have seen that number.