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

I have 4 weeks left on my current insurance and I am comparing options. I have read a lot of threads here and could not find my exact situation. The COBRA notice arrived with a very high price. What did you choose and how was the process?

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.