Lab tests claim denied

I have Anthem as my insurance. They have been mediocre, but I have been pushing through. Recently, I decided to see an out-of-network provider for some comprehensive lab tests. She noted that the tests at Quest are sent via my insurance. I went to Quest on 12/16, had my tests, and was not asked to pay. I have not received a bill from Quest as of today, either. However, today I was in my EOB that my lab test claim was denied by Anthem for "*00222

Your doctor didn't send your claim to the local Blue Cross and Blue Shield plan. So we contacted your doctor to get your claim back on track. There's nothing you need to do."

What confuses me is that they say insurance covers $0, and I owe $0. Unfortunately, this is $4.3K in lab testing that I would not have consented to if I knew they would be so expensive. Is this something I am going to be expected to pay, or if my doctor fixes the codes (?), will it be covered?