I'm no legal expert, but from reading this I think their insurance (or lack of) would be the last of their worries if they're offering paramilitary training
https://www.legislation.gov.uk/ukpga/Edw8and1Geo6/1/6
"Prohibition of quasimilitary organisations.
(1)If the members or adherents of any association of persons, whether incorporated or not, are—
(a)organised or trained or equipped for the purpose of enabling them to be employed in usurping the functions of the police or of the armed forces of the Crown; or
(b)organised and trained or organised and equipped either for the purpose of enabling them to be employed for the use or display of physical force in promoting any political object, or in such manner as to arouse reasonable apprehension that they are organised and either trained or equipped for that purpose;then any person who takes part in the control or management of the association, or in so organising or training as aforesaid any members or adherents thereof, shall be guilty of an offence under this section"