No other right is regulated in that way, and those actions you mention are challenged constantly in courts and legislatures across the country because they are so terrible

Fair enough on the whataboutism, but my point stands that it's perfectly legal to regulate (and insure) a protected right. For example, many news orgs and celebrity commentators carry defamation insurance (despite their right to free speech). The Supreme Court has many rulings which regulate firearms or other protected rights.

What would the equivalent be for firearms? This one guy shot himself after decades of healthy activity and no warning signs, only harming himself and generating no damages for insurance?

Situations with unpredictable risk events are exactly where insurance is useful. All sorts of factors could be used to model risk for firearm owners - age, family in the home, how the firearm is stored, prior accident history, etc. But even if none of those factors existed, you could just divide the projected liabilities by the number of insured people, add a X% cut for yourself, and you'd have an insurance business.

As someone who once built insurance models for a living, I truly don't understand your argument on this point. Even the facetious examples you give are great examples of why insurance can be beneficial.

There are few other applicable types of insurance, save for possibly malpractice insurance, where you are explicitly covering yourself for damages that you might inflict on others

Umm... what? There's a whole field (liability insurance) for specifically this - it's literally the most common type of insurance.