I asked him if it would knock her out and he said it would not and that once she was sleepy he would do the lethal injection. At that moment my eyes welled up and I told him that my rat is suffering enough and that I don't want her to feel any pain and to please gas her.
I wanted to be there, but felt since the vet was ticked off my request would have ticked him off further.
I am so sorry for your loss. I want to weigh in as a veterinarian. I think you did the right thing making sure your rat was anesthetized before having the lethal injection. Yes, the inhalant gas is the same one they use for surgery, and so as far as the rat knows, she is experiencing the same thing that happened last time she was anesthetized, which should reduce the fear of the unknown. Once she was anesthetized, she would not have felt or known about any other injections. And with a mom like you, I am sure she knew how very much she was loved.
I'm sorry you didn't get to be there holding her as she fell asleep, and I'm sorry you felt like you couldn't ask for that. Ticking off your vet by asking for compassion shouldn't be something you have to worry about, especially in such an emotional situation. Your vet may have done everything right medically speaking, but it sounds like he didn't do a great job taking care of you and your baby emotionally. Unfortunately, some vets do forget about this super important part, in the midst of everything else they're thinking about. But many do not, so I hope you can find a veterinarian that is a bit more sensitive to the bond between people and their pet rats.
It is generally more difficult as a veterinarian to euthanize a rat than a dog or cat, because you can't just use a leg vein for the injection. But the thing about euthanasia is that there is no one right method because every animal reacts differently to medications, depending on their disease state. Some animals will be completely knocked out with that first injection (which generally is given with a small needle just under the skin and is usually hardly noticed at all by the rat), but some will be only mildly sedated, so you can't be sure ahead of time. I've even had animals so ready to go that they pass with just that first "sedation" injection (but that's pretty rare).
I like to give that first injection and let the owners cuddle with their pets as they calm down and often fall asleep. For me, what happens next depends on how the rat reacted to the sedation injection and what diseases they have. I would never give an injection into the heart without first making sure the rat was completely sedated, without flinching when you pinch a toe or touch an eyelid. So if that hasn't happened with the sedation injection (which usually it hasn't), I would definitely use gas next.
But instead of gas and cardiac injections, I usually would rather inject the euthanasia solution under the skin like the first injection, or into the abdomen. It's very thick, so the needle has to be bigger than with the sedation injection, but if they're already a bit sedated, the bigger needle doesn't seem to bother them, even into the abdomen. This method does take longer (injecting into the heart is fairly immediate), but it's quite peaceful. They pretty much go into a deeper and deeper sleep and breath slower and slower until eventually breathing and heart beating stop altogether. What I like about this method is that the owner can hold the rat and cuddle during the entire process, and it seems to be the most peaceful to me. But because of the time involved, the veterinarian may need to charge more.
I think the most important advice I'd like to give everyone facing a pet euthanasia is that when you make the appointment, ask if you will have a chance to talk to the vet about the procedure before the euthanasia actually happens (this can be at the same appointment, or on a different day, or even just over the phone). Then you can bring up your concerns and the two of you can decide together on the best method for your particular situation, before the ball is rolling and things feel hectic and urgent. If the office staff tells you it won't be possible to talk to the veterinarian before the procedure is started, you should consider finding a different veterinarian, because communication is key.