I haven't got Cushings, but I was tested for it.
They sent me home with white gallon bottles with which to collect more than 24hrs worth of piddle. Had to take the day off work and pee in a pot then funnel it into the gallon jars.
No idea if they still use this test for diagnosis.
Have you looked Cushings up online? The symptoms are pretty specific, and even the consultant said that he didn't think I had it. The test was just for elimination. Eventually they diagnosed me with a benign pituitary gland tumor that produces excess prolactin, instead of cortisol, instead.
I'm guessing that you could get a pretty good idea of whether you have it, or not, from reading up. It'll also let you know what to expect.