I am putting down my answer for HDHP coverage answer by month. however, i was on unpaid leave for a month that leaves my 1095-C form line 17(e) has one month gap in Mar'18.
however, note line 14 and 15 employee offer of coverage and required contribution are all covered including the month of Mar'18.
Should I put in no coverage for the month of Mar?
If you are talking about the HSA interview where you indicate the HDHP coverage month by month AND if you really didn't have HDHP coverage in March 2018 (it was a little difficult to know what "line 14 and 15 employee offer of coverage and required contribution" means), then YES, show no HDHP coverage ("None") in March.
In the end, it won't matter much, because of the last-month rule. The last-month rule says that if you have HDHP coverage on December 1 of the tax year, then you are allowed to use the full annual HSA contribution limit for the year (2018).
The only catch is that you are required to stay under HDHP coverage for the next year (2019), or else your previous year's (2018) original contribution limit is reimposed (without the last-month rule) and any excess contributions are penalized. But you can cross that bridge if you get to it.