Continuous coverage with no gaps?

ody Q: My company did not send me my notification for cobra until about 45th day,which is fine, I was told I have 60 days from then to decide if I was to continue with cobra. But if I choose not to use cobra, and purchase my own individual health insurance coverage elsewhere, And do this let’s say 58 days from then, would I still be considered to have continuous coverage? Or would I have violated the 60 days(45+58) without coverage?

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