When must I call my insurance if I am having a transmetatarsal amputation?

Approval needed. One cannot have any significant surgical, procedure today without it being ok'd and authorized by the insurance company, which the surgeon's office should be doing; if not done properly, insurance company will not pay for it (insurance companies search for any excuse not to pay bills, but watch what happens if you kiss one premium payment). You will be left with the whole bill.
Depends. Generally this is not an elective procedure and the hospital will likely have notified your insurer. However, if you are concerned call them as soon as you can.