COBRA is "continuation coverage," which means the coverage is the same as current employees. Your friend should consult an attorney so that he or she can appeal the denial of benefits.
This answer is provided as a general opinion to a question posted on an internet forum. This does not create in either party the expectation that an attorney-client relationship has been entered into between the original poster and the answering attorney. Any information provided should not be taken as legal advice but in the context of general information. Please seek legal representation for any specific legal questions.