If you can say yes, yes, no, no to all these questions then you should not have to pay a penny but some could be a pain, most important thing is that they know.
1) Is the Exhaust made for a 350z and 350z only?
2) Is this a stainless steel system?
3) Does this improve the performance of the car in any way? (from old cat back this should have no affect)
4) Does the system breach the road traffic noise regulation? (i.e is it chav boy racer)
I only know of this because I spoke with an insurance underwriter at Swift Cover, The resonated Cobra mid pipe and back box fit the above criteria and at no expense on insurance.