How to give "self-protecting" feedbacks to superiors?

Hi guys:

Currently doing some work for a VP who routinely does the following - how can I protect myself? I think I might need to let my manager know some of it:

1) Asking for analysis on things that are opposite to what the group head wants, that also take a long time to make (for example, group head says our strategy is to say ABC sector is over-valued; this person asks for slides using 20 years of data across 50 companies that say ABC sector is under-valued). All work is billed as "knowing the sector better", and he wants them in slide format ready to go. Also asks me to "own and drive the view" which I'm not that comfortable with since they are opposite to group head's view

2) consistently under-values and under-estimates your work, with threats sprinkled in. This person frequently says " this is 2 hours of work" when it is in fact quite manual (lots of adjustments and outliers in the companies) and more like 10 hours of work at least. If you ask where this material is going or how he's thinking about it given group head's opposite view for the group, this person would threaten and say "why don't you want to do work"?

Understand that toxic people exist everywhere but just want a better handel at protecting myself in this case. My group in general has a "not my problem, you can fuck yourself over" culture and my manager is the same (though not as bad as this person). I don't expect my manager to help me (they are more likley to want to avoid this issue altogether), but want some advice on how I can protect myself.

Thanks