Anyone have a source that it's permitted to light the havdala candle without first saying atah chonantanu or baruch hamavdil?
without saying either of those, its still shabbos, which means there is an issur melacha
You don't. You need to say havdalah in order to do melachah.
Back after 3 and half years to say that, first, it's a mefuresh Rama 299, 10.
Second, although the Mishna Berura says to be machmir, the Brisker Rov says it depends on the chakira of why you can't do melacha before havdala: either because there's still an issur Shabbos on some level, or because you have a chiyiv to do the mitzvah of havdala, similar to the issur melacha by other mitzvos, like megillah and ner chanukah. He proves that the Rambam and the Rif hold the second way, in which case there's no problem with lighting a ner, especially if it's for the mitzva of havdala itself.
HT: Sruly Bornstein