I generally self-insure but not for health. Too many ways the price can skyrocket. Plus you may have noticed on your EOBs how much less the insurance company has to pay compared to what you would pay in cash. Over the decades I have no doubt I've saved a lot of money.
However. My son just got a denial for something like $10k worth of mental health visits. Definitely covered amounts all the way. Sounds like one of those automatic denial directives at work. For an amount like that I think his first move should be to call a lawyer and get his first response under the attorney's letterhead.