Group Medical Cancelled Without Notice

My 20 year old son recently relocated from Omaha to Colorado due to his wife's employment being transferred. When he went to have a prescription filled, he learned his group medical had been cancelled. He has yet to receive notice. His employment ended 2/25, his employer deducted his premium from his last paycheck, and he thought he had insurance for another 30 days. However, they ended his coverage 3 days after his employment ended. During his phone call to them, they told him they sent him notification 3/12, (which still hasn't arrived)and have stated they would refund the premium amount they deducted. Isn't group insurance coverage supposed to be continued for 30 days after employment has ended, and the employee allowed to pick it up on his own?