Get EU citizenship somehow and move to a civilized country?

Which EU country? In Germany, if you quit, you have to pay insurance while you get a new job (unless you're in unemployment benefit, which you don't get for a few months if you just quit)

> Get EU citizenship

I am from the 'third world'

You can get short term insurance. I’m not too familiar, but I have a few friends who just quit their jobs and move out to where I am to take some time exploring and find new jobs here, and they both have temporary insurance. I don’t know what the costs are or any details beyond that, but it exists.

Even if you subscribe to the viewpoint that private health insurance is the way to go, why dont they give people the money and then let them buy their own insurance? For the reason you just mentioned - people need a way to be free of an employer even if it costs them a lot in insurance bills.

Can you pay for it through COBRA?

Dollars are effective to purchase goods and services in human civilization

COBRA, last time I checked, can be activated up to 90 retroactively.