If the subject tells you to stop filming, move...
...and try to get the shot from a less conspicuous angle.
And THEN if they tell you to stop, stop... maybe.
This is how you capture the rare & precious moments that create great documentaries.
9 times out of 10, the discomfort of the moment will be forgotten when everybody gathers around to review the footage anyway.
All you'll be left with is compelling footage - with very little residual fallout.
The unpleasant feelings (if any at all) are highest during the moment of filming... but eventually fade away.
So take a risk.
Push the moment right up to the edge of comfort...
...then go over it.