How do we shift power to the state level? Can we break up the US?

With each one of Trump's announced appointments, it looks like the situation in the Federal government is getting worse. Even before the gutting of our Federal agencies occurs, we're still dealing with the court system stripping away sound policies both at the highest levels and in backward districts, often seeming to come down to a decision by a single judge in Texas.

So what can we do in states that actually want to make things better to either work on our own or even begin to pull away from the decision making of the backward parts of our country that keep making these decisions for us? How can we act without their input? How can we pull back the money that blue states that are doing well funnel into red states that could scarcely afford paved roads without our tax dollars? Is pulling out of the US or creating a smaller state-to-state coalition to consolidate our collective financial power reasonable or possible?

In Massachusetts we have a ballot initiative process, but it takes years to get it together to get a question on a ballot, and by then we're likely to be much further down this road.

What can we do today? How do we petition our representatives to pull us out of this absolute mess as much as possible? How do we maintain the protections, freedoms, and quality of life that our own local and state governments and the voters that put them into power have signaled their desire to secure in the face of a Federal government where RFK decides the health care policy and Elon Musk literally gets his own meme department?