This is pretty common second year insurance renewal shock by the first time car buyer.
Your first year insurance premium was even higher but you didn't realise it because you only concern about the total OTR price, how much down payment and how much is the monthly instalment.

Motor tariff is standard and regulated. You buy from any insurance company also same tariff.
You get 25% Non Claim Bonus (NCB) upon 1st renewal. If no claim for this renewal, then you will get 30% NCB upon next renewal and so on until max 55% over 5 years (if you never claim la)
You can DIY buy online and get additional 10% discount. 

In future, when you up grade to >RM100k car, the 55% NCB can be a very significant saving on insurance premium. So please don't simply claim insurance over small damages if you already attained 55% NCB.

New car, usually it's comprehensive cover.

Unless you only take third party or third party fire & theft, and exclude windscreen... premium cheaper lo.
Third party - cover your victim's damages only. Your own car damages have to come from your own pocket cuz you paid the premium for comprehensive cover into your own pocket ma.

But windscreen... why don't insure? senang pecah lah.

Compare the old toyota insurance statement and the old proton insurance statement and yours. put them side by side you'll see the difference in sum insured, items that are covered/not covered.
That's the right way to compare

Is better to get comprehensive cover now since your car is only 2 years.

The main point is to get the coverage, not pay less premium cuz frankly, it's not much of a difference.
By saving a few hundred ringgit you are exposing yourself to potentially much higher liabilities should an accident happen. I mean... Axia doesn't have the best brakes