I'd hate to see you spend the time, money, and effort in doing an HPDE, only to learn that your oil temps reach a critical laps. Given this is your first event, it's unlkely you will see dangerously high oil temps, but if you continue tracking plan on that oil cooler. Nissan has covered engines that have oil coolers, provided the oil cooler didn't fall apart, leak..etc...causing the engine failure.
With regards to your insurance coverage don't take anyone's word on this forum. The only word, is the word of your agent/policy wording. Call them for the answer, as they are the ONLY persons that can answer that question.
With respect to brakes, the biggest area for improvement I see on students from beginners to very advanced students is braking: Primarily, they are not utilizing them to 100% of their capacity. Throw out everything you know about braking and driving on the street. When the brakes are applied I expect my neck to snap forward.
Everyone is always taught to be smooth, but remember you also have to be fast and deliberate with your inputs with the controls. Smooth, decisive, fast.