I have had to pay out of pocket for medical expens...

I have had to pay out of pocket for medical expense that are listed as covered. When I ask should I contact provider prior to any appointment to find out if service or equipment will be covered I was informed I may not be able to find out that information until the actual service is done. I want to cancel my health trust and withdrawal the funds. Don't care about the penalty. I will rather open my own HSA with my financial institution.