Alson's got some good points.
If insane doubled your damage too then you're still just as likely to kill an enemy as on core difficulty, so no it doesn't.
Alson's right about there being a shortbow in the jar room. There is also one in the same room where you battle Ilyich. On a table in the lower part of the room (x=1923,y=590).
Having trouble with the memphits in the air plane? Remember that you don't need to kill everything when you solo. Use your classes special abilities....you're a thief so hide in the shadows and sneak by
.
If you're running SoA+ToB with no mods then there are no special attacks resulting from increased difficulty. Remember some memphits have specicial stun attacks as well as elemental and melee attacks.