Often it's best to contact your PD first, so this isn't a surprise to them. If you think your PD is likely to respond poorly to this, you can try to keep it secret in the initial stages.
You can either try to get a spot outside the match, or in the match. Outside the match you simply contact programs. You could quit your current position at any time and join a new program. You may, or may not, get much credit for the FM work you have done. The more FM training you complete, the less cumulative credit you're likely to get. There is not a central list of open EM positions that I know of. If there is an EM program at your current institution, then you should absolutely talk to the PD.
In the match, you'd apply -- but the timeline is now very short. Programs start getting apps on Sep 25th, so you have 2 weeks to get this all ready. You'll need a PD LOR - hence the need to get your PD involved immediately. You'll also need ED letters, which hopefully you can get from your recent ED rotation. ED LOR's are going to be much more valuable if the ED runs a residency. As the match is in March, there is some chance that your current program will not "hold" your PGY-2 spot for you but will fill it before the match. Hence you might take some risk of not having a PGY-2 spot at all if you were not to match. Some programs will hold your spot until the match -- you'll need to ask.