You're right, the cars do need to be insured.  Unfortunately getting insurance on a caged car is easier said then done.  Myself, I would be upfront when approaching companies for insurance.  When I made my calls I would tell them the car was a rally car.  Admittedly, a couple companies I called got me off the line really quickly when I told them what I was looking for.  One even hung up on me.  If something did happen though you need your broker on your side so I felt it best that he/she know exactly what I was doing and needed.  In the end, you don't really want to support a broker who is not willing to support you in what you're doing.  

All that aside,  I ended up getting facility insurance through a broker that knew of rallying and what it involved.  I would ask your local rally/race prep shop if they could recommend a company or broker.  They would be dealing with this kind of thing more often then most.