Once I have my insurance approval, is that approval for the surgery or for that specific facility/ surgeon to do the surgery? Im wondering if you can change facilities after that or if you have to stick with them? If you change do you have to go back through the classes and visits?

This is going to vary based on what your insurance contract says. I'd call your insurer.

I'd also call the new doc to see what their office requires. This isn't exactly your situation, but I changed facilities/doctors in the middle of getting approval. My new doc was able to use the records from my previous surgeon to get me approved. But for his own purposes, he still wanted to see me several times before surgery. So it wasn't necessarily insurance that held me up, but the surgeon's requirements.