The physicals are usually very basic.Checking pulse,blood pressure,hernias,eye sight and hearing. They will probably have you take everything but your shorts off. I would put the sub in your pants pocket with a heater. Maybe have a backup heater just in case. If you don't get the opportunity to put your clothes back on before the UA just stall and say you can't pee yet. Complain about getting cold,put your clothes back on and transfer the sub to your shorts.