I had the same problem when I bought the W126 which had been on SORN for a few months .
In the end , I insured online the day before and printed off the confirmation with the policy number to have in the car with me . The car was newly MOT'd that morning so I 'drove home from the test' with the new certificate in my possession .
As it was , the RAC were taking a few days to send out the certificate , so I taxed the car online , knowing the disc would go to the previous owner , but he had agreed to post it on , and I printed out the confirmation email from DVLA and put that in the windscreen for the few days until the disc came through - the car WAS taxed and I knew the failure to display offence was a trivial one with a very small fine only at risk - still never left the car in a public place for those few days though .