Do urologists use any anesthesia for a female cystoscopy during pregnancy?

Sometimes. Depends on the patient and what they determine comfort level is.
Usually a local. Iv sedation or general anesthesia is not indicated for a simple cystoscopy. The local anesthetic and reassurance of the patient should be sufficient.
Anesthesia. Generally use topical local anesthetic. Usually don't need more. If sedation is needed avoid benzodiazepines.