Do I have to go through the administrative appeal?
Yes. Under ERISA and federal law, you must exhaust your administrative remedies. That’s a fancy way of saying that you must follow the process. If you are denied by the insurance company, you have to appeal first to the insurance company again for the administrative review. If you are still denied, then you can take the matter to court.
However, if you try to skip the administrative review and go directly to court, the court will most likely say that you failed to exhaust your administrative remedies and can dismiss your appeal.