I doubt that you will find any insurance company that will ensure you for the whole amount of the ex-UK holiday if you arrive in U.K. too late for the flight to your destination, (due to the reasons you state).
As a travel agent I'd also be interested in a (reasonably priced) policy that covers one for the whole cost of the holiday.
Many companies will insure you for an amount towards getting an alternative flight to your destination e.g. Blue Insurance will pay up to 600 euros for a flight -which should cover most middle-distance destinations one-way flights. (Not much good if you've booked, say, to the Maldives or Hawaii)
Regardless of the insurance aspect I trust you've given yourselves at least three hours between arrival in U.K. and departure.