Conexis COBRA ripoff, Fraud, Abusive Staff Dallas Texas

Conexis was assigned to me for my COBRA insurance when I got "downsized" this past spring. Unfortunately, they seem to be more smoke and mirrors than healthcare.
They have misplaced my payments, misinformed Blue Cross about my coverage, and basically misrepresented themselves. They are also staffed with the RUDEST customer service people I have ever encountered. They send out misleading payment forms, which brings me to the reason I 'm pursuing this. They sent a form to me on 7/3/09 stating that my premiums for June and July are due on 7/31/09. I go to the pharmacy on 7/20/09 to find out that I have no coverage. I leave copious e-mails, phone calls, and voice mails, to no avail. FINALLY I reach someone on Monday ,7/27/09. After being rude and putting me on hold for 25 minutes, the customer service rep finally tells me that, in fact, my premium payment was due June 1st, and my coverage was cancelled. ( Yes, after they sent me the payment coupon dated 7/1/09) I sent my money for both months on the 3rd of July and have nOT received my premium payments back. In fact, I have had 3 very rude customer service reps tell me that I had already cashed the check and were trying to ( as one said)
"F*** them over." I tried to reach the call center manager and only got a voice mail. needless to say, the calls were never returned.
I have tried to appeal to receive my coverage again, as I have pre existing migraines which prevent me from getting any other coverage. I applied on Monday and was denied on Tuesday.
I have taken this to the California Board of Insurance ( or whatever you call it. I'm just really frustrated at this point.) I just need help. Where do I turn next? If you have any suggestions, please let me know.

Melissa
West Hollywood, California
U.S.A.