Health coverage after losing my job: marketplace or Medicaid? - any advice?

I have 6 weeks left on my current insurance and I am comparing options. There are 6 people counting on me, so I am trying to be careful. 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 9 months ago, and it settled down once I kept a simple log of every call and form.