I'm a little surprised no one has responded yet, so let me give it a shot-
Is it possible to get Insurance to cover all Countries along the way?
No, you will have to get it for the various countries. IN Mexico and south, it's usually available at the border. Canada and the USA you will have to obtain it in advance. There are some companies that cover both countries, so it will be worth some research.
Is it dangerous in some Countries?
Common sense rules will save you from most trouble. Sadly, my own country (The USA) is perhaps the most dangerous.
What will our main obstacles be?
Languages vary, even within a country. I found places in Ecuador where no one spoke Spanish, and Brazil speaks Portuguese. Other issues would have to do with your choice of route and vehicle and times of year. While I was in Guatemala, the rainy season lasted weeks longer than usual and there wasn't a road open to the northern part of the country.
How much can we budget to ship our Vehicle to get past the Darien Gap. Panama to Colombia
I have heard all kinda of numbers from people. The shipping database here might help. Also, sharing shipping space with another overlander headed in the same direction (you are going to meet a fair number of them) might help save some money. And maybe the RORO ferry will finally be a thing.
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