No. Shipping insurance is just like any other insurance where they try to weasel out of paying out by trying to leverage every technicality they can find. On top of this, most if not all shipping insurance does not cover loss after a package is marked/scanned as delivered. All "lost package" disputes with Buying Groups involve packages marked as delivered, but the buying group claims they can't find it. Whether the buying group lost it or whether the courier stole it, or if they got stolen by an opportunistic thief, your insurance will not cover you.

If you ship directly to the buying groups, their shipping addresses are conveniently in Delaware, New Hampshire, or Oregon where there is no sales tax. If you order to you and then reship, then yes, it would incur sales tax. Sometimes (although they are getting more and more rare) deals are lucrative enough to where if you deal with enough volume, you may still come out ahead for very high demand items such as US Mint collector's coins, camera bundles, new gaming consoles, etc.