I have now received an answer from DAN Europe in regards to the insurance - TLDR: non-CE is covered for personal use only, provided it is not modified, and was certified elsewhere* (Sports Silver and up policies, Bronze does not cover rebreathers).
"As long as the equipment is certified in first world countries, when it comes to personal use only, the equipment does not need to be certified with CE.
Although there are no specific exclusions in the policy for personal use of non-certified equipment, any accident caused by the function or malfunction of the non certified (as in "first world countries", further confirmed - makar0n) or modified rebreather is not covered."