Buyer did not complete auctiva checkout and now it will not allow me to purchase insurance for this transaction? Is there a way around this?

If it has been more than 3 days since payment. Auctiva won't allow you to buy insurance through the "Transactions" panel. Has it been more than 3 days?

File a support request, and see if Auctiva support can manually add the insurance policy to the transaction. I've done that successfully a time or two after I waited too long.