You are really lucky to have a great vet. Soooo many of us have had to fight to get what we wanted, and you just don't need that stress on top of everything.
Ok, so Millie is actually *more* active? And she's eating, drinking, peeing, pooping normally, just still losing weight? This would be unusual with stage 3/4 CKD, though of course not all kitties will have the same symptoms.
As for ruling out infections, well, things get tricky. If Millie does indeed have CKD, it's almost impossible to rule out infections...It's probably better to look for evidence that there isn't an infection; CKD kitties are particularly prone to UTIs and kidney infections. The important to keep in mind is that "normal" reference ranges for bloodwork don't apply to CKD kitties for some values, like WBC, phosphorus, and potassium. In terms of values relevant to diagnosing infections:
WBC: normal range is somewhere between 5-17, but for a CKD kitty, an infection should be considered once the WBC hits about 10.
NEUT: high neutrophils can indicate infection/inflammation
LYMPH: weirdly, both high and low values can indicate infection/inflammation
GLOB: high globulins can also indicate infection
That goes for any kind of infection. Specifically for UTIs or kidney infections, even if a urinalysis shows no evidence of bacteria, a urine culture & sensitivity test should be done. That's considered the "gold standard" for diagnosis. The problem is that with CKD kitties, even a negative urine culture does not necessarily mean there's no infection, because with a chronic infection, or one that's moved up into the kidneys, bacteria may not be present in urine. Yep...so that's what I meant about the impossibility of ruling one out. That's when looking more closely at the WBC count and the other values above (maybe some others too, but those are the ones I'm familiar with) may be helpful. If a urine culture came back negative, but my CKD kitty's WBC count was 11, I'd be pushing my vet for an antibiotic.
As for the experience, not gonna lie, it's tough. Tanya's site refers to the CKD rollercoaster, and that's really what it is. Kitty will have her good and bad days, but you can't predict based on the previous day. Kitty can be doing well, eating, grooming, etc. one day, and you're thrilled. Then next day she refuses all food, looks miserable, and hides under the bed all day, and you worry that she's not going to make it through the night. CKD just makes you feel powerless, but it really helped me to educate myself so that I could take an active role in Celia's treatment. When the vet saw that I knew what I was talking about, he was ok with going with what I wanted to do, even though it wasn't the choice he would have made.
I'm happy to talk more about it here or via pm. I think I could talk about CKD for hours...