What should I do? I am a new supervisor?

It would help to know what field you are in. Is there a union involved? You should take this up with your immediate supervisor, whom you refer to as your boss. It is no sign of weakness on your part to discuss problems with your superior, that's what they are there for. Have you had a one on one with the new employee? You should ask her what is going on. You indicate there is another supervisor involved.. Why? The employee should have only one direct report. Do your best to get to the bottom of this before it escalates. The employee obviously does not respect you, or your position. You need to find out why, and asking is the place to start. Good luck.