All blue lights are type approved and tested, even the ones fitted in headlights, the cost of type approval is prohibitively expensive for the manufacturers or importers, hence the high cost of genuine units. The in light strobes will due to the installation methods probably cause problems with the headlights as you have to drill holes in them or remove other obligatory lights to install. Using non approved blue lights would probably enable the insurer in the event of an accident to void any extension on your policy which may or may not allow their use, some forces such as the Met expect 360 visibility from all cars fitted with emergency equipment in their areas. In short if you are using this type of equipment it shouldn't be something you have knocked up at home.
The thing to remember here with regards to can I can't I, is not whether someone can use emergency lights legally or otherwise but what happens when their use causes an accident by proximity, and whether their use (by a person presumably untrained in emergency driving) causes someone to be seriously injured or worse. It is not what you do but what your use of the equipment causes someone else to (when an old biddy swerves and knocks someone over!) At that point the discussion will not be whether you can or can't use them, but whether the use at that time was justified and necessary, caused or was a contributory factor to the accident. The next question will be whether the person using the lights should be prosecuted or not. Insurance is fairly irrelevant in this case, it is not a get out of jail free card, it merely shows that you carry third party risks to be on the road driving. Even with emergency services the exemption is for the use of lights and certain road traffic act rules only. If the driver makes a mistake and or causes an accident by using emergency equipment it is the drivers personal decision to use them and the standard of driving is the same as required for any other driver. If in doubt just think, what will I say when gripping the rail in crown or county court!