I had a similar (but not nearly as expensive) experience with Anthem under my Obamacare policy. My wife was referred to a new physician for her physical condition and she confirmed twice that her visits with him would be covered and Anthem also confirmed to the Doctor’s office that his treatment would be covered. Relying on this, she had two office visits and followed up with the RX and treatment prescribed. After the expenses were incurred, Anthem said they were denying the claim they had previously approved. We are appealing this now.
Always begin every phone conversation with an insurance company by asking the name of the person you are speaking to and informing them that you are recording the phone call. Keeps them on their toes!
It probably would not hurt to ask for an email confirmation that you have been pre-approved.