ALBANY, N.Y.—New York Gov. Andrew Cuomo has asked the state’s attorney general and chief appeals court judge to jointly appoint an independent lawyer to investigate claims he sexually harassed at least two women who worked for him. It was unclear whether the proposal would appease legislative leaders and other top Democrats who had assailed Cuomo’s initial plan to appoint a retired federal judge to review his workplace conduct. “The Governor’s Office wants a review of the sexual harassment claims made against the Governor to be done in a manner beyond reproach,” Beth Garvey, special counsel to the governor, said. “We had selected former Federal Judge Barbara Jones, with a stellar record for qualifications and integrity, but we want to avoid even the perception of a lack of independence or inference of politics.” Garvey said the Democratic governor’s administration has asked Attorney General Letitia James and Janet DiFiore, chief judge of …