Health coverage after losing my job: marketplace or Medicaid?

My employer coverage ended at the end of the month and I am trying to work out what to do as an accountant. I have been trying to stay organised about it. The COBRA notice arrived with a very high price. How fast did coverage start?

Thanks for writing this out. I went through something close to it last year, and it got easier once I kept a simple log of every call and form.