Contact whichever cellphone insurance company you were thinking of using and ask them. Some may give you the same coverage everywhere, some may modify it for certain places and some may not cover certain places at all. (Insurnce is a funny business - my "nationwide" [not by name, by claimed coverage] auto insurance company does not write insurance in 2 of the 48 contiguous states. But I get full coverage if I'm driving my insured car in either of them.)
It also will depend on what kind of coverage you want. Theft? Damage? (In one famous case, a soldier, who was sent a set of "indestructible under normal usage" pots when he was stationed in Viet Nam insisted on one pot being replaced because it had a bullet hole in it - which was a normal hazard over there during the war. So they may not cover sand scouring of the screen if you're going to be in the desert.)