This is why you have a security setup - by calling someone in front of them, they know that someone knows where you are and when they're expecting to hear from you again. This is almost always enough to make those intending to cause problems try for an easier target.
Best practice is to make a call just before arriving (just in case there is a problem immediately on getting there), then a second one in front of the client, followed at the agreed time by another call to say 'I've left' or 'I am staying for longer, will ring back at...'
Things to look for: that there's no-one else there you haven't previously agreed to, that you can get out if you need to (having someone lock the door behind you and remove a necessary key is not what you want), and alternative ways out.
If you are worried about covert filming, look for things casually pointing towards the bed / wherever and move them or even more casually drape your clothing over them. People who are filming will often ask you to do things like look in a particular direction a lot or want positions that offer a good view from one angle.
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