Did you go through a third party and or did you purchase separate insurance?
What is it you intend to insure? The gear is off the table. No carrier is going to touch that.
You can ask your customer to provide proof of insurance, and even direct then to where they can obtain leased property coverage (just as car rental agencies do.)
You as a DJ are not going to get the kind of insurance I think you are seeking.
I was self insured - with well thought out policies and procedures that preserved my interest and provided additional incentive to the customer. For example, I offered delivery and setup at your venue for an additional fee - which many customers loved as an add on. That kept the most high risk elements (transportation, storage, and handling) under my control. It expanded my market to novices and consumers who could operate the gear but did not have the skills to set it up. The more professional users would pickup the gear, and if a repeat or regular customer would benefit from a professional discount.
Most DJs who attempt this
get it wrong. They approach rentals as some kind of sideshow, something that requires no customer service, and pushing undesirable gear that isn't helpful or useful to people.
For rentals to succeed you have to design and deliver the perfect solution to an existing problem that people want to solve. A DIY party host wants a truly DIY solution with no headaches and no learning curve. They do not want to be left with a pile of gear and no technical support. They also aren't looking to get part of what they need - they want something that addresses the entirety of their need, a plug-and-play answer.
On reflection, my success with rentals had less to do with the gear (though I did have very desirable offerings) and a lot more to do with having many years of event experience and problem solving experience. Ultimately, it came down to listening to what a person wanted to accomplish and then providing then with a solution that fit their knowledge, ability, and budget.
As to insurance, I had multiple systems and a great deal of inventory. I was also a dealer of a variety of brands. The majority of my customers would rent gear valued at $10,000 or less, a level at which I could easily self insure. The most common issues are known and predictable so damages are easily manageable with advanced design and modification. I had the facilities to do my own testing, maintenance. modifications, and repairs. If these things are not at your disposal then rentals are unlikely to be profitable for you. Image trying to do car rentals without your own mechanic and service bay. You'd be paying out for every little bit of maintenance and repair that arose, and losing out on rentals while things are out for repair.