We did the same but didn’t encounter any trucks...We took the ferry on the way down, but it was not agood idea the peninsula roads are very narrow and full of trucks who don't move over when approaching you at speed. Came back via Bosnia without insurance cover, much safer but slightly spooky in 50 grands worth of MH.
If you had been able to buy insurance at the border I wonder who would be selling it and how reliable it would be if needed.The roads are Absolutely fine, we didn’t use the ferry. We stopped at the border and tried to buy third party insurance but the offices were closed. Faced with Hobson’s choice we drove on. (carefully)
We have been to Greece traveling through non EU countries Montenegro and Albania, these all have maned borders. Here you will show passports and have vehicle documents available should they be asked for. If you don’t have insurance for that country you can buy third party cover at the same time. I would view this as basic legal cover and nothing more. At some borders even if you have managed to get cover from a UK insurer it may not be acceptable if it is not printed on green paper.If you had been able to buy insurance at the border I wonder who would be selling it and how reliable it would be if needed.