If it's dialog, then you can write it however your character speaks. Your characters are allowed to make mistakes when speaking. "This means..." comes across like a TED Talk to me. "Which means..." sounds more casual and conversational. And I would use "That means..." if it's someone expanding/responding to someone else's statement.
"The device is flashing red!" Said Frank. "That means we're all going to die!" Said Steve.
"I'm feeling congested, which means I might be getting sick."
"The socioeconomic climate of the place is bad. This means bad things are going to happen."
It all depends on who is talking and what they're saying. As a narrator, you are also allowed to speak in your own voice when writing. Grammar shouldn't always be homogenous and strict, especially if you're making art.