Robotic ultrasound systems have the potential to improve medical diagnostics, but patient acceptance remains a key challenge. To address this, we propose a novel system that combines an AI-based virtual agent, powered by a large language model (LLM), with three mixed reality visualizations aimed at enhancing patient comfort and trust. The LLM enables the virtual assistant to engage in natural, conversational dialogue with patients, answering questions in any format and offering real-time reassurance, creating a more intelligent and reliable interaction. The virtual assistant is animated as controlling the ultrasound probe, giving the impression that the robot is guided by the assistant. The first visualization employs augmented reality (AR), allowing patients to see the real world and the robot with the virtual avatar superimposed. The second visualization is an augmented virtuality (AV) environment, where the real-world body part being scanned is visible, while a 3D Gaussian Splatting reconstruction of the room, excluding the robot, forms the virtual environment. The third is a fully immersive virtual reality (VR) experience, featuring the same 3D reconstruction but entirely virtual, where the patient sees a virtual representation of their body being scanned in a robot-free environment. In this case, the virtual ultrasound probe, mirrors the movement of the probe controlled by the robot, creating a synchronized experience as it touches and moves over the patient's virtual body. We conducted a comprehensive agent-guided robotic ultrasound study with all participants, comparing these visualizations against a standard robotic ultrasound procedure. Results showed significant improvements in patient trust, acceptance, and comfort. Based on these findings, we offer insights into designing future mixed reality visualizations and virtual agents to further enhance patient comfort and acceptance in autonomous medical procedures.