Just heard back from Yamaha UK in response to my question:
The road legal version was available in the UK between 2003 and 2005 and Yamaha UK officially imported approximately 781 units.
So, if your insurance company doesn't believe the TTR250 was ever an official import, you can quote this and, if necessary, I can forward the email from Yamaha UK.
I must confess I thought the TTR was officially imported in the mid-90s so may go back to them on this.