Health insurance gap after a layoff - any advice?

My employer coverage ended at the end of the month and I am trying to work out what to do as a payroll clerk. I have read a lot of threads here and could not find my exact situation. I do not want a gap in coverage.

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.