COBRA qualifying events include the death of a spouse. I can find no mention of whether your being eligible for Medicare makes you ineligible for COBRA coverage. I suggest you should see a labor attorney and ask this question.
Below, I am also attaching a COBRA information sheet provided by the government. Good Luck!
I am licensed in New Mexico and Pennsylvania, and therefore any discussion of issues related to other states must considered within that context. In addition, my comments are not intended to create a legal representation but merely to respond to the limited facts presented by the question. Any opinion herein is not meant as a precise statement of legal rights or as a recommendation of any particular course of action. A more complete legal review can be obtained through local counsel.