Sole Trader

Hi Guys,
I am currently having my all pay matters from the agencies IE: wage transfer,tax,NI and insurance through an umbrella company ( I know, please read on)
I want to get away from paying into an umbrella company.

As a sole trader would it be an easy option to do my own books or would I need an accountant ?.

What insurance cover would I need if I came out of being with a umbrella company IE: liability, personal ?.

I know you can set up a direct debit for your class 2 NI, Is there any way of doing something similar for your tax.

How do you guys get you annual tax return done, do it yourself or pay ?.

I don’t want to start a paye against SE war guys
I just need some good old advice from members in the know.

Thanks
Neil.