I'm having a problem, in which my CFO "undermines" my direct boss by changing things without her knowledge, on some of the financial reports that I run. He doesn't have knowledge of my current list of to-do items, and frequently makes requests that reprioritize what was currently being worked on. When I ask him (the CFO) if he wants to reprioritize things, he says no, then follows up asking if I've completed his request yet.
When I tell him that I haven't, he remarks "We've really needed to get this done" and walks away angrily. If he asks me to make a change, I usually try to send a confirmation e-mail to my direct manager, to keep all changes above board, to which I am usually told "I wish you hadn't done that" or "Don't CC her!" by the CFO.
Inevitably, on my boss' return to work, she asks me "Why did you change X" and says "Don't make any changes without telling me" on her way to talk to the CFO. That, or I get chewed out by the CFO after my boss comes to talk to him.
I don't like being constantly chewed out for a dynamic that really has nothing to do with me. Generally tasks should come through my manager, so she can do just that: manage me and the tasks that I have on my plate. My CFO doesn't see it this way, however, and (understandably) doesn't like having to go through my boss to get to me. Neither of them have the ability to do my job, and were using consultants before this, so I provide great value to both of them. Still, I am considering leaving because of their lack of communication with each other, and the seemingly clandestine role they want me to play in their office politics.
At this point, I honestly feel like a bishop on a chess board of a grey color, and the leaders of each side are pulling at each side. I am an hourly employee in the United States, working for a private company for 7 months.
How can I prevent my CFO from getting angry at me for requesting that he work with my boss rather than me directly, or conversely have my boss accept that the CFO's tasks given to me directly are of highest priority? I don't necessarily care what the outcome of their fight is, but I would prefer that they don't include me in it. I want to have a clear directive on how they want me to handle communication issues between the two, regardless of their requests.
This is mainly a "in what scenario can I win?" question, but if a relocation to more stable pastures is required, I'm not above taking that option. I'm fine staying, but honestly dislike having to be seemingly underhanded or constantly in trouble.