Dear Rayna,
Your first 'Port of Call' is the Crime Prevention Officer at your nearest main Police Station. In my day they were the first point of contact regarding explosives licenses... even if not now, they are the best start anyway.
Do not be inclined to 'break up' fireworks. Once broken up and the powder extracted, you are then in possession of an explosive substance and NOT a firework, and could be prosecuted for possessing same if you do not have an appropriate license - or any permissions of use. Don't even think of making the stuff yourself!!! - this could land you in even more trouble than breaking up fireworks!!!
I used to know a bit about this subject, holding in my name a 1000kg Mixed Div. C. license for five years back in the 1980's for some slate quarries (normal commercial explosives and blasting powder - the latter granulated gun powder 'coated' in graphite). However, I am not up to date with the license holding regs. at present - but my previous license would auto. enable me to have another, as long as I had the appropriate storage facility - but this is an extremely expensive item now this I do know! - permanent or semi-perm. open line phone line alarm, etc., etc., etc..
As far as all things you would like to do RC, I would suggest talking it over with the Crime PO as he/she will advise or point you in the right direction. As to appropriate insurances, well, you can only talk this over with your nearest friendly broker.
Bit gloomy and unhelpful I know, but such are the times we live in these days. Mind you, in the 80's it was N.Ireland that was the 'problem', but now is a different matter obviously - mind you the explosives are mostly different also... but whatever be the case, if it can go bang it is considered a potential threat, and unfortunately now quite rightly so.
Regards, Bernard