As others said, you must first open an HSA somewhere, then ask your ex to perform the transfer. Your ex will likely need to provide some proof of the divorce order to their HSA bank. If your ex does not cooperate, contact your attorney or the court.
Note that this is not considered a contribution by you. You are not allowed to make contributions yourself (according to your current insurance situation), but once the money is in your HSA, you can make tax-free withdrawals to pay for qualified medical expenses. (Yes, even though you can't make tax-deductible contributions, you can make tax-free withdrawals for medical expenses.)
Or, you can withdraw the money not for medical expenses, but you will pay income tax plus a 20% penalty.
