Regardless of whether you purchase insurance through the exchange or off-exchange, the annual open enrollment window applies. You cannot enroll outside of open enrollment unless you have a qualifying event, such as:
As of 2016, Healthcare.gov started requiring proof of eligibility for the most common qualifying events. Health insurance carriers also generally require proof of eligibility when people enroll off-exchange during a special enrollment period. If you experience a qualifying event and wish to enroll in a plan during your special enrollment period, be prepared to provide documentation of the qualifying event.