Alternate health insurance is quick enough to set up, at least in California, that it's easily worth the time invested (which is minimal, it's very convenient,

Alternate health insurance is quick enough to set up, at least in California, that it's easily worth the time invested (which is minimal, it's very convenient, and the savings can be quite significant). You can indeed buy health insurance for a very short period, like the time in between jobs. Leaving your job is a "qualifying life event" and you can choose between COBRA or signing up for a different health plan (on an Obamacare exchange, I guess) in a "special enrollment period."