Most insurance providers won’t cover you for delays and missed connections caused by the airline.
If you miss your flight and it’s not the airline’s fault, then the airline has no obligation to compensate you.
Some insurance providers will cover missed connections if the airline is not obliged to pay compensation. Just make sure you check your policy to see whethet connections are included.
You may also be covered if you miss a connection on another type of transport due to a delayed or cancelled flight, such as a train, bus or ferry.