As hard as it is, as a recruiter, formerly with Anthem my recommendations
Give notice - 2 weeks or minimal if you already have another job?
You don’t need to give any reason but yes copy your bosses boss.
Make sure YOU are being taken care of. Don’t burn bridges, other leaders could pop-up at future companies
Depending upon your state Anthem will only payout 1 week PTO. Do make sure you schedule and take time off before notice.
Despite what people will tell you, it is far easier to find a job while still employed vs quitting and then searching.
Finally recognize there are bosses who shouldn’t be in leadership everywhere. Frustrating. But a reminder of reality.
Having a plan will help ease your stress, making it easier for you as you move on! Good luck!