AFP in screening

I had a trans-vaginal ultrasound performed and a complex mass measuring 8cm x 8 cm x 4 cm was found on/in (didn't say which does this matter?) my left ovary. It was described as having septations with areas of increased density.  The report also noted no free fluid.  

My doctor, a gynecologist, ordered a blood test for Bhcg, AFP, an CA-125.  The Bhcg came back negative and the CA-125 was 38, slightly outside the range my doctor said but not anything to be concerned about because just the presence of a cyst can cause this slight elevation.  However, he wants to wait until the AFP comes back to rule out the need to contact a gynecological oncologist to perform the surgery instead of him.  My question is what will the AFP tell him that the Bhcg and CA-125 didn't?  I thought, from what I have read, that Bhcg and AFP sort of follow each other.  Also since the CA-125 was 'normal' if the AFP comes back high does that mean that whatever is there is most likely stage 1?

Thanks for any feedback you can give.