Sperm testing

My husband and I have been ttc for 2 years and just now starting to get tested. I got 1 hormone test (cycle day 3 test ) and I think the next test should be my husband doing a sperm test.

My husband doesn’t feel comfortable doing it at a doctors office and he doesn’t feel comfortable masturbating into a cup to get the sample 😅 he said that he would rather have sex and kind of pull out just in time and do it that way.

Has anyone done it this way? I don’t know how or if that’s even possible to do it like that?