There is no right answer to this. Having been a RCMO I was content to be approached direct by individuals but invariably I checked back with Sqn staff to get any background before the interview. The one exception to this was if individuals asked what was to be discussed remained confidential.
Far better to be referred by your CoC so they are aware. If I was your RCMO my first question would be what has your CoC done to resolve the issue/provide the information you are after?