Depending on which state you live in (it varies), you'll get some minor to medium hassle from the marketplace folks about your lower income, but you should be able to get the advance premium tax credit - that is, you should be able to have your premium subsidized as you go along and not pay it out of savings and recoup at tax time.
I don't think being eligible for COBRA would impact your ACA eligibility. I was eligible for COBRA and went on ACA when I retired without any impact. One game you can play is to take advantage of the fact that COBRA coverage can be initiated retroactively for about 60 days after you leave your job. So leave your job on 1/1/19, for example, and use January and February to sign up for ACA. If you end up needing the coverage for some horrifically expensive condition, then sign up for COBRA; if not, just go uninsured and delay any medical appointments for a month or so.
As Mr. Green alludes to, also note that some companies will extend your employer health coverage to the end of the month in which you retire. So if you retire on 1/1/19 or 1/2/19, your employer coverage may last until 1/31/19, giving you an extra month.
I doubt you can sign up for ACA coverage under the current enrollment period because you don't currently qualify (because you're still working). When you do leave your job, that does create a special enrollment period and you should be able to transition over.
I agree with Frankie Girl's suggestion to monitor your AGI and the cliff so you know where you're at. For a single person living in the Continental US for 2019, it looks like the cliff is $48,560. Double check that number yourself, as well as how it is calculated (it's basically line 37 of Form 1040 adjusted by some other items which don't apply to me but may apply to you).