You shouldn't get any grief from the insurance company. You're still employed, you're still insured.
You should also check with your HR folks. Your coverage may last a little longer. If you're still working in may, it is possible that the premiums would be paid and you'd be covered for the rest of that month.
Plus, and this can get spendy. In most situations you can work with your employer to continue paying the premiums for up to 18 months after you leave. I've done it a couple of times. I'm pretty sure that's federal law.
The insurance company cares less about you working than they do about getting the premiums.
It's worth looking into.
Good point. In my case, I was covered until the school insurance took over. But ouch,it costs so much and I get a lot less.
I believe my coverage only lasts until my final day of employment
I'm thinking of getting some sort of basic emergency coverage, just in case I end up getting in a car accident on the way to CO or something...