Which insurances should be taken out for house construction

um no I don't think you can insure against insolvency...

it's for things like storm damage, burst pipes, damage during construction due to negligence, design and material defects, vandalism... in that case you really have to look very closely at the conditions.
this only applies to fixed installed parts - so if the pallet of parquet is standing there and gets stolen, it's not insured (that has to go through the craftsman), but as soon as the floor is installed and then the construction water is not turned off.... or whatever

Also consider that the [Bauleistungsversicherung] applies even in the case of individual contracts. Negligence, force majeure, vandalism, material defects, design errors, etc. can occur on any construction site.

Construction all-risk insurance is basically building insurance before occupancy of the building. It covers damages to the building during the construction phase.

Builder's liability insurance must be absolute and does not cost a lot. If you already have personal liability insurance, check there. Often it is included (caution! Some, for example, only cover projects up to [150,000€] construction cost - that probably suffices for attic conversion but no more.), otherwise it is not very expensive either.

Fire shell insurance you have automatically if you already took out a residential building insurance at the start of construction. Your lender will demand this from you anyway.