In 48 states, including yours, payment of expense reports is a matter of the agreement between the employer and the employee. Except in California and Massachusetts (and only sometimes in Massachusetts) the law does not take a stand on the payment of expenses. Barring a legally binding and enforceable contract that says otherwise, the law would be indifferent if the expenses were never paid out. I'm not saying you couldn't win if you sued your employer, but it's not a sure thing either, and the PA DLI is not going to get involved.
There is nothing in the law of any state but Texas (and I'm not even sure if it's still the law in Texas) that requires your employer to continue your insurance to the end of the month; nor does the fact that there was a deduction from your last pay mean that you've paid till the end of the month. Where I work, and everywhere I have ever worked, deductions roll backwards, not forward; a deduction taken on March 31 is for the month of March, not the month of April, and the same if you are paid bi-weekly or weekly. The deduction is for the period that you are being paid for, not the new period to come. It is quite common, and quite legal, for coverage to end on the last day of employment.

