HMO Out of network mental Claim denied

I received an authorization from my pcp to See an Out-of-network mental health therapist but the claim was denied due to the ICD code F32.0 which is considered a severe mental illness. But I didn’t think it mattered as long as my pcp okayed it. BCBS says there is no authorization on file. When I called BCBS They checked with the MG, who told them they contacted my PCP but canceled the request because she didn’t respond. I don’t understand because all I was told to do is get permission from my PCP. She says the information is on my medical record and wasn’t aware of a canceled request. It’s confusing because I followed the process but my claim was rejected. I need help to get the  claim paid.