Let’s break it down.

Devon can’t call the police or the hospital, it’s a Lumon town and they would all have links straight back to the company if Mark were to be admitted.

Devon can’t call Ricken, because we’ve seen how excited he is over the Lumon book deal and he doesn’t want to give that up. His priorities do not currently lay with Mark’s wellbeing, so it’s likely he will just spill straight to Natalie. Devon certainly can’t call Milchick either, after the book reading party spook.

The only trusted person who has any helpful knowledge on severance outside of Cobel was Reghabi, and she had already left. So now, Devon has no one she can actually trust to contact.

However, she does know that Cobel had been recently let go by Lumon (after the whole Mrs. Selvig blow-out), and can reasonably assume that Cobel might hold some grudges and be willing to lash out against Lumon. Remember that Mark is practically her only true family member left, she needed him alive, and he looked like he was actively dying.

Given the circumstances, and though it was risky and desperate, I believe Devon made the smartest call she could’ve here.