Last summer the only way into Macedonia was in the car of my brother in law who is Bulgarian. We had a tough time at the border, Macedonians do not like Bulgarians. My relative had to have his car insurance in Bulgaria put the green card stamp onto his insurance which was specifically for Macedonia and that is how we got in. To be honest I saw no westerners in Skopje. I did call NFU before I left the UK but for a car to cross Montenegro it was a very very expensive insurance. I cannot remember the details. Possibly NFU may be a good choice for motorbikes. Crossing from Bulgaria the roads in Macedonia are windy until you hit the Alexander the Great highway. There are no canyons and it looks a lot as Bulgaria. The drivers in Macedonia are not as crazy as in Bulgaria. I heard that in Montenegro the drivers are very bad but I do not know from personal experience.
The reason nobody will insure you is that they think that there are many car thefts in these countries. It might have been the case some years ago but it is not as bad now.
[ Edit: Edited on 09-May-2015, at 16:04 by DrDanielHoward ]