The DVLA have to see your Insurance to issue your Tax Disc, which means you have to get your Insurance first. I'm not an expert on this side of things and I could be wrong, but I haven't heard of an Insurance co. issuing cover notes on the VIN. I think you may well have to have it on standard plates and then transfer your private plate to the car later.
This makes sense because if you ever sell the car and retain your plate the car has to have a number to revert back to...
Sorry to be the bearer of bad news
There should be no problem with an Insuance Co. insuring on VIN alone , standard practice when I was bringing in motorcycles from overseas