its ok to move on...after all we are responsible for our own recovery.
When I needed to change sponsors it was suggested to me to keep it short and simple.
It was suggested to me to say "I appreciate what I have learned while using you as my sponsor. I need to let you know I am moving on."
and that's it! No explanation is necessary for the next right thing to do. You don't need to justify it....reality doesn't need a justification.
I agree with Carol on asking your grandsponsor how to proceed.
Congrats on your decision and all the best to you on your journey,
Missy