It may be slightly different for people heading over to the US but having spent a number of years as an expat, including working in North America, I can offer a little bit of advice regarding travel/health insurance. Most Australian travel insurance does not cover work as a pilot - you will not be covered if you are injured or get sick whilst on duty as a pilot, only when off duty. It just means that you do need a back up option to ensure coverage for when you start flying. I had to contact insurers directly and arrange a personalized policy for when my company couldn't provide insurance/I couldn't get local health insurance.