Probably a bit late to reply to this, Ive got a Clifford engine start system installed my Z, however, you need an alarm system (also a clifford arrow 5.1) in order for the engine start facility, tbh im well happy with it, wake up, push a button, get ready and the cars nice and warm, even better if the heated seats are on.
As for priming the system, just keep it sweet with the guy who installs it & he'll make sure you dont have to prime the system, altho its always down to you to make sure the cars not in gear or it'll stall and jump a lil ahead. After remote starting the car, you need to unlock the doors and jump in, insert the key, turn and step on the brakes to disarm the anti-theft system otherwise the engine will shut down and your alarm may go off.
My insurance company knows about the alarm and remote start system, if the alarm system itself is thatcham approved or not doesnt matter cuz the remote start system isnt approved either, but trying to steal the car while the engine is remote started is almost impossible because your alarm system would still be active till you disarm it yourself when getting in the car.
Hope this helped.