Assuming that your heating system is like most, its a sealed system, so turning off the water shouldnt be a problem, unless of course you have a system that is continually refilling itself.
When you turn off the mains open the taps to clear any water out of the pipes.
If the waters off then if a pipe did burst (highly unlikely if no water in them) the spill would be minimal, virtually none if taps are open, and as for leaving the heating on at a low " winter" setting thats common if you go away. Theres no real reason any "disasters" should happen than at any other time when its on.
As for insurance who knows, theyll try to get out of payments wherever possible, without having a lawyer go through the policy its impossible to know and even then theyll try and find some clause to wriggle out of it