Health coverage after losing my job: marketplace or Medicaid? (update)

My employer coverage ended at the end of the month and I am trying to work out what to do as an IT help-desk technician. Any experience at all would help. 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 settled down once I kept a simple log of every call and form.

Losing job-based coverage usually opens a special enrolment window, so check the deadline on the official marketplace site. I missed it by a day once and regretted it.