Potential Change of Supervisor: Who to talk to first?
This is very hard decision to make.
I would first talk to my group, let them knom my opinion and how I don't feel like that their path is my path. So i would talk to them like person to person, and listen to what they have to say. For me, this is more ethical, and less serious consequences may appear.
After the conversation, I would rethink what to do next.