How should I deal with this situation at work?

Here is the situation. I work at an engine company, in the finance department. I am one of two staff accountants. Donna, the other accountant, and I, report to John, the Controller, and he reports to Dave, the CFO. John is a nice guy but he is kind of a Caspar Milquetoast type person. He lets Donna get away with what ever she wants. Like when I or John go to the bank to pick up deposits, we're back in 20 minutes. Whenever Donna goes, she is gone over an hour. John always remarks about this when she's gone but never says anything to her. I'm not sure if he is afraid of her for some reason, or just doesn't like confrontation. It is now month end here. When I was interviewing, Dave, the CFO, told me, "The only rule on vacation time is no taking off at month end." Which is reasonable. Donna took off today and tomorrow. I am slammed with work doing my work as well as Donna's. I probably will be here until 7:30 tonight and tomorrow. I think that most people would agree that it isn't right that I am slammed doing the work of 2 people because John is afraid to tell Donna she can't take off at month end. I bet she knew full well she isn't supposed to take off at month end, but also knew John wouldn't tell her no. I am thinking of either going to HR or to Dave. I'm not going to go to John. He won't say anything. Dave is a good guy. If he speaks to John he won't tell him I went to him. Or would HR be a better solution. It's just that John's lax management style is causing trouble for me. I could use any advice available. Thanks.