Watch THIS VIDEO to learn what to do if your exemption was denied (starts at minute mark 23:30). In Hawai'i you can't sue right after your exemption was denied. First you have to file a complaint with the civil rights commission, and then the EEOC. Links mentioned in the video are posted below.
Civil Rights Commission
Link to the civil rights commission pre-complaint form (must be filed within 180 days of the alleged discriminatory practice)
Link to the website of the Hawai'i Civil Rights Commission
Q: Can employers mandate Covid vaccinations for employees?
Equal Employee Opportunity Commission
Link to the EEOC's Filing with the EEOC
Before your file your complaint, read through How To File a Complaint
and about the Formal Complaint and Investigation Process
You should also read Section K about vaccines in this link: