Health insurance gap after a layoff - 2 months and counting

My employer coverage ended at the end of the month and I am trying to work out what to do as a line cook. I do not usually post, so bear with me. 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 2 months ago, and it got easier once I kept a simple log of every call and form.