We traveled back from Greece last September buying insurance at the borders of countries where we were not covered eg. Albania and Montenegro, the cost was minimal even for a motorhome and trailer perhaps around 30/40 euro from memory. The cover is supposedly third party but you can't help wondering how much shit you would be in if something happened
I would advise a very defensive style of driving/riding in this part of the world whatever your insurance cover.
During the trip we were told if you buy your insurance outside the UK you have full Europe cover but here it is restricted to EU members
Regarding Bosnia we somehow missed the insurance office or it was closed so we motored on and we were back in Croatia a few miles later on the coast road.
The old walled city of Dubrovnic is fabulous and well worth the journey, have fun.