Sometimes they come bundled with a bunch of other insurance/safety documents. I make sure that the policies seem to cover the work that they're going to do, and are all up to date and that's it. I'm not an insurance expert, so unless I've been told to ask for xxxx I don't - so for the working at heights or gas safety register work the insurance company documents should say that. Even if the contractor doesn't supply them, and they don't have insurance they're still liable of course but it's easier to get damages refunded if there is an insurance company involved.
You should ask to see their risk assessments to ensure that you have met all requirements they're presuming you have. Remembering that you have a duty of care to them and should have your own risk assessments for their activities and building access.
Yours in peace,
Wendrie Heywood
she/her
MindfulBusinessServices.com