Sorry to hear about the fire and the loss of your machine. I've been reading about excavators catching on fire, but this is the first skid steer fire that I've heard about.
When I bought my dozer, I was told by two people that they had seen them catch on fire, so one of the first things that I did was put a big fire extinguisher on it. Not sure if that would have helped, but the only thing worse then watching it burn would be to not have anything to at least try to fight it.
Good luck on the insurance.
Eddie