Current Virtual Mental Health Assistants (VMHAs) provide counseling and suggestive care. They refrain from patient diagnostic assistance because they lack training in safety-constrained and specialized clinical process knowledge. In this work, we define Proknow as an ordered set of information that maps to evidence-based guidelines or categories of conceptual understanding to experts in a domain. We also introduce a new dataset of diagnostic conversations guided by safety constraints and Proknow that healthcare professionals use. We develop a method for natural language question generation (NLG) that collects diagnostic information from the patient interactively. We demonstrate the limitations of using state-of-the-art large-scale language models (LMs) on this dataset. Our algorithm models the process knowledge through explicitly modeling safety, knowledge capture, and explainability. LMs augmented with ProKnow guided method generated 89% safer questions in the depression and anxiety domain. The Explainability of the generated question is assessed by computing similarity with concepts in depression and anxiety knowledge bases. Overall, irrespective of the type of LMs augmented with our ProKnow, we achieved an average 82% improvement over simple pre-trained LMs on safety, explainability, and process-guided question generation. We qualitatively and quantitatively evaluate the efficacy of the proposed ProKnow-guided methods by introducing three new evaluation metrics for safety, explainability, and process knowledge adherence.