Mentor - politics and positioning

I have identified a mentor that meets all of the criteria in the mentor podcasts and am ready to make the ask.  My only concern, and reason for the post, is to get feedback on how to approach the situation.  Background - I am in a unique leadership position just below the Senior VP's at a very privately held $150M company.  A very influential independent consultant has worked with the owners over the past 18 months with unprecedented access to the business.  His impact has enabled me to be in my current position.  The consultant's engagement is beginning to wind down.   He would be an ideal mentor but I'm concerned that my direct (VP) and owners may see the relationship as a conflict due to his engagement and access.  Should I make the ask and see how he (the consultant) responds?  Run the idea by my direct?  Get advice from another VP that may be more open to the mentor idea?  All of the above?

Thanks to M&M for a great management resource.  I'm sure the community will provide great suggestions and feedback.