Health insurance gap after a layoff (St. Louis)

My employer coverage ended at the end of the month and I am trying to work out what to do as a retail manager. I worked as a retail manager before this. The COBRA notice arrived with a very high price. Is there help filling out the forms?

Thanks for writing this out. I went through something close to it 11 months ago, and it settled down once I kept a simple log of every call and form.