I would also be interested to hear about installation/EF ratings/ and approximate costs.
As for the insurance thing... Insurance agents only care about what will reduce their liability. What difference does it make to them (from a policy/cost standpoint) whether or not you have a shelter? An alarm system will deter a break in, so that discount I get. Maybe you should tell them how many guns you own.
From a liability standpoint you would think a storm shelter would reduce cost in not paying medical claims and death claims from storms.