Insurance can hold up payment, not access. Though why they'd care to hold up payment for zyprexa is a bit baffling.

You can always tell the pharmacy that you'll pay for the medication and completely take the insurance company out of the loop. I do this for a couple medications taken in my family and its really no big deal to the pharmacy.

Only exception would be an opiod or benzo that might look like you were trying to trick a pharmacy into double filling a script so those might get a bit of a delay while they check into things.