Saving references on multi-nested structures isn't supported, but you're likely headed towards friction trying to convert a large JSON hierarchical document to a relational structure which has the potential to explode into multiple tables.
A solution with less-friction is to just let OrmLite save nested complex types as schema-less text blobs which should be considered for non-aggregate root data, i.e. metadata attached to entities that don't make sense outside the context of its parent entity and that doesn't need to be queried server-side.
OrmLite has transparent support for blobbing complex types, basically just by removing the [Reference]
attributes on the nested tables.
Otherwise if you want to save them as in separate tables you have the right approach which can be condensed into a 1-liner when following a more functional style, e.g:
patient.Insurances.Each(db.SaveAllReferences);