I think some insurers are happy to take LPG conversions without a certificate, some people want the certificate. I don't think there's a legality issue.
When I insured the 101 with CIS they didn't ask to see the certificate, although they did last time with the Range Rover.
However, you are well advised to put every modification in writing to the insurer, so they can't renege on anything if you make a claim.
If you don't have the certificate, you should be able to find a friendly LPG installer who will look over your installation and certify it if they're happy.