Agree with ted.
You are mixing up a lot of separate issues here.
It is your own business whom you tell and whom you don't tell. However, it's good manners to respect the wishes of your employer who may have to plan on how to replace you.
You should always leave an employer on good terms and with the high moral ground. You work as hard as you can for the next four weeks. No sickness. No slacking. No fraud through taking away business contacts.
You could tell your boss that you are going into competition and he might put you on garden leave. This means that you do not work in the company but nor do you work in your new business.
The fraud is a separate issue. Who is defrauding whom? If you suspect a fraud, you should really report it to the victim of the fraud, but you want to have very good evidence. Is there any risk that when the fraud is discovered, you could be accused of it? If so, you should probably keep some evidence of it off site in case you need it to defend yourself.
Brendan