For the small stuff it sounds like you’re picking up, getting any of those services is really just burning money. No seller is scamming people over random small non-TCG items. I don’t make purchases of more expensive, popular items like, for example, Japanese Gold Stars, so I’ve hardly ever made use of the item inspection services for any proxy site. If you end up purchasing things where you may be at risk of being scammed, you’ll also just want to thoroughly understand what protections these services actually confer, as some of them may not protect you (i.e. let you get your money back) as much as you might think.
After purchasing, one very minor qualm I had with Doorzo is that they send you messages about when items are purchased and when they arrive in your account on the actual website, but the messages don’t go through directly to your email (or maybe that’s a feature that I haven’t turned on). I do appreciate that Buyee sends an email your way when item orders are successful and then when items arrive (and also when your free storage time on any particular item is running out). But Doorzo seems to be a bit more hands-off regarding this. It’s easy enough to just check the website’s “In progress” page once in a while to see when items come in though, so it wasn’t a terrible bother not to be directly notified.
Once all the items you want to consolidate have arrived, you can put in a work order for consolidation of the package, including any extra protection you might want to include, and will be asked to pay for shipping of the consolidated package on the spot (with shipping cost estimates available to you). This is a little different from Buyee, who separates the consolidation step and the shipment step (i.e. you can only proceed with shipment selection after they complete consolidating your package). Consolidation for both Buyee and Doorzo is a permanent penultimate step, meaning they generally don’t allow for adjustment of the package after that (if you want to add one more item that wasn’t in the original consolidation order, for example). It can get a bit nervewracking if you’re still ordering in items as the free storage time on some of your earlier items is running out, so you need to plan to stop ordering at some point if you don’t want to risk having to ship out two packages (or pay for extended storage on items).
I think I remember seeing that “shipment not insured” warning on Doorzo. I think that refers to there not being insurance for the domestic shipping from the seller to Doorzo’s warehouse. Personally, I wouldn’t be bothered by this message, as the domestic lost-package rate is probably very low, and I generally am ordering relatively inexpensive items. So, in case something does goes awry (which I haven’t run into yet in my experiences using proxy purchasing), I’m not out that much money anyway. If you start to purchase more expensive items, you might have to sit back and figure out what your risk tolerance is and how some of these services or things like insurance may or may not affect your decision to purchase or not.
Good luck with everything!