Is there an insulator preferably among elements that becomes metal under higher pressure?
There are several materials, I'm not sure about pure elements though. Among elements, solid oxygen comes to mind. At pressures exceeding 95 GPa, it becomes metallic. At 100 GPa, it even becomes superconducting with a transition temperature of 0.6 K (doi:10.1038/31656).
Another material (not an element) is Nickel monoxide which is already solid at room temperature. The insulator-metal transition takes place at a pressure of 240 GPa (https://doi.org/10.1103/PhysRevLett.109.086402)