Hello, Here is some answer to your questions:
1. I think yes, buying a bike in the U.S. has their advantage, cost, easy to register and freedom to take the bike out/in the country. I am adventurer exporter and 99% of the cases exporting or reimporting U.S. registered bikes are an easy task.
2. Some states don't require to have insurance. At least in Florida, if oyu are wearing a helmet (which is obvious), no insurance is required.
Buying a bike in the U.S. it is also easy with your name, fast and practical. If you have a friend that could help you before you come much better. If not , use the address where you are going to be in order to register the bike.
3. Yes, you need motorcycle license to legally ride. Not needed to buy a motorcycle but to circulate. Having a license here in the U.S. is a problem because it is an endorsement or extension to your regular driving license. If I were you, use your country license. If you get stopped by police, just tell them that your license is valid for motorcycle. They won't know or what to do or believe., explain them your intentions and they will let you know. Always be polite and smile to them, you'll be fine.
As for Latin America, any driving license will be good.
4. International License is not required anywhere , not in the U.S. or Latin America. If you want to have one is fine and valid but not needed, just your regular driver license work everywhere.
5. Third party insurance is not sold in the U.S. to tourists. This is something that you must do international and get worldwide coverage.
It is incredible but this country being so regulated does not sell insurance to foreigners. As for Latin America in most countries is mandatory having insurance. They sell it at the border as soon you enter the country.
Well, if you have any question, just mail me. Also if you need shipping needs or advice, please contact me , we cover the Americas and Europe.