If the employer insurance premiums aren't on your open enrollment materials (my company always just shows the employee's share, not the employer's), check your W-2 from last year -- employers now have to report the total value of health insurance premiums on there. I think it's box 12.
For the Exchange, here's a site that will estimate any subsidies you might be entitled to based on your income:
https://www.kff.org/interactive/subsidy-calculator/So that's a useful starting point- but to get real data you'll need to sign up on your state's Exchange website and start getting quotes. Depending on how generous your employer coverage is and what kind of subsidies you're eligible for, your ACA premiums may actually be cheaper than your employer coverage, but generally your deductible and OOP max will be higher. But you really have to check on the specifics because it varies a lot state by state. I've mentioned this before but I've run estimates for states with lots of insurance carriers participating in the Exchange, vs states where there's only one or two companies, and the differences in cost for the coverage provided are striking.
Continuing with COBRA for a few months while you sort out all your options will be expensive but easy, as long as your company sends you the forms to fill out in a timely way. But honestly, since your situation is a bit complicated (wife on Medicare, severance, kids needing coverage), you might want to google "independent health insurance brokers" and your state to see if there's someone who could walk you through your options. Generally these brokers get paid by the carrier that you end up choosing, so you may not have to pay anything. Just an idea to look into.