This was my first insane roguelike win, and also my first time playing a Paradox Mage past lv 5 or so. This was a no-vault win.
I really lucked out in this run, in the sense that I got a lot of class-specific gear. Rod of Sarillion, exiler, Un'fezan's cap, temporal robe (completing the set). Honorable mention goes to lifedrinker, void shard, void orb. Found two of those three in high peak. All told, I had a bunch of temporal and physical damage increase (+100% physical), penetration, and importantly crit dam multiplier (over +200%). Combine that with rebraiding, and the damage got pretty good.
In terms of my build, here are some general things I found:
1. A lot of things people poo-poo about the class, I really loved actually.
a. Dust to dust is the prime example. I was dealing thousands of damage with it on a cd 3 timer, especially once I had on-hit rebraiding, arcane vortex, and blood grasp. I found the ray useful and the self-aiming version was great to dig through walls, which I did quite a bit. The cd 3 was really good especially since my casting speed was pretty high, and I easily ran out of damage abilities to cast even though I had unlocked a bunch of them and even carried extra items that could cast them. Bearing in mind that disintegrate and seal fate both trigger off spell castings, dust was also a great way to leverage those effects in a range 10 ray very frequently.
b. Also, I found the last two talents in the spacetime folding tree to be exceptionally useful. Banish has a very short timer and works really well, especially against necro minions. Dimensional anchor was extremely useful against orc mages, certain bosses, etc. who I knew would teleport or phase. It has a pretty long duration even at talent level 1, and also adds a daze for good measure. I found myself extremely happy with it. The mines are also really useful if, like me, you enjoy traps. Spatial tether didn't seem to reliably pull enemies back, though, so I can't recommend that one.
2. Spellpower is supremely important for this class, not so much for damage (though that's important too), but because a lot of the pm's power depends on defeating saves. In insane, the saves could get really high. So things like attenuate, the gravity position manipulations, entropy, etc. were just turned on if I had a spellpower over say 75 at endgame with a high paradox, say 500+. That yields an effective spellpower of like 105, which is enough to break Elander and Argoniel's saves. For that reason, I found the t3 spin ability to be very important, the one which raises spellpower.
3. This has been stated many times elsewhere for pm's, so I won't go into detail, but in brief, attenuate and seal fate are very important. Gravity starts out feeling really weak but by endgame it's definitely your main damage dealer with the added benefit of pulling enemies together to unleash large area effects. Entropy is game changing and can be extended with seal fate. The flux and energy trees are essential to take at 10 and 20 for damage mitigation.
4. Cease to exist is awesome and can be extended with seal fate. It's the only spacetime folding ability that can be.
5. I actually found stasis to be an extremely lackluster tree, though to be fair I took it near endgame. It probably is a lot more important at earlier levels. I also never unlocked stop, which I regretted after I found exiler and realized I could have been casting it with a cd 4 for one more damage spell.
6. Paradox management was a bummer for most of the game. I found that neither the induce anomaly nor spacetime stability abilities really noticeably improved the situation. Most of the game, I had to set paradox real low and just accept that I wouldn't be in my prime until maybe 5-10 turns into combat. But that situation changed when I got hidden resources, which I would call essential. In principle induce anomaly probably works if you quicken it and max it out, but that's a huge class point investment just for resource management, which imo isn't as good as hidden resources.
7. The induced anomalies are actually still extremely useful for combat. Especially in situations where you're prepping for a fight, you can just keep using it and resting until you get the effect of choice (usually invigorate for me) before diving into combat.
8. My opening by endgame was the following. Trigger hidden resources, followed by seal fate, webs, time shield, haste, and finally time stop. All these are instant casts. Then during the time stop hit the biggest enemy with attenuate and entropy, though sometimes other spells were used instead depending on the situation (gravity well and cease to exist being common examples). With two points time stop lasted 2 rounds, which was sufficient for my needs. This beginning also ramped up the time dilation to 3 points before combat even started, so I could really come out blasting.
9. The timeline threading tree was a very welcome global damage increase for me. I would consider it a top tier pick for the class. I didn't think stasis was that great.
10. Out of everything that you can put on contingency, I found the most useful to be time stop. It means that as soon as you dip below a third of your hp, you immediately get a chance to fix the situation, instead of having to wait for your next turn to roll around, which probably won't happen before you die. You can even use that turn to cast time shield, temporal reprieve and/or dimensional step, all of which can get you out of danger.
11. Cauterize kicked in once, making it worthwhile for me. I had a blood of life I never had to spend as well. But I think if I did it again, I would probably choose eye of the tiger instead. I just discovered that I ran out of damage spells way too often even with a lot of damaging abilities. Maybe adding stop to the repertoire just for the damage would have been worthwhile, and next time I would probably do that, but eye of the tiger would probably be great given how many abilities have a cd 4-6 and could actually be used a lot more often. Maybe putting 5 in temporal bolt would also be helpful, since it doubles the cooldown reduction, but that's a big investment.
12. Attenuate is good but not THAT good. What I mean is I liked it for the 20% kill, but it was not competitive with the damage I was dishing out from other abilities by endgame. Its healing was nice while in temporal reprieve though. I realize that you can build it up to astronomical damage levels with seal fate, or even just cycling time skip and attenuate, or if you have the rod of sarrilion the cd becomes 3 and you can just cast it before it ends to increase the damage over time. And I agree all that is effective and in theory limitless. However it seems awfully like beating around the bush when I was just dealing AoE damage of 2-3k dam per pop against large groups of rebraided enemies meanwhile using gravity spells.
13. I never found much use for fugue. Even though in principle the damage reduction would have been excellent, it also meant that my big damage would be a lot less big. Through some micromanagement I probably could have made it work, but that just didn't appeal to me for whatever reason. I do feel like there was a lot of untapped potential here for landing multiple entropies and attenuates though.
14. Time prison anomaly works on the end bosses.

15. For gear, I actually found short staffs to be way more useful than good two handed staffs, even sarrilion. I was using a shantiz for the first 3/4 of the game, and then I found a mindstar that did a lot of +phys dam and +phys penetration, which was just great. In high peak I found lifedrinker, which was amazing. It gave spellpower (again, a very important staff) and spell crit, plus on-hit(spell) blood grasp for healing. I actually used Bloodcaller for most of the game, since my damage dealt was high and hp stretches way further per point on a pm than pretty much any other class.
16. Precog at 2 points was actually really useful. I got the second point from an escort and wasn't planning to raise it that high, but I'm glad the escort gave it to me. The extended duration and range both really helped.
17. You can use wormhole to walk through walls if it's low level, which was really useful when I wanted to pass some undiggable walls.
18. For race, if I could do it again I would be a shalore instead of an ogre. The importance of spellpower made me regret using 2h/1h dual wielding, and the extra slot was useful but not all that important since I didn't really need a teleport rune. I would do shalore, for the decrease of cooldowns and the extension of ability durations. A 10 turn seal fate or hidden resources, a longer haste, or the abiity to quickly recover time stop and temporal reprieve would have been amazing. Status effect reduction would have also been great. Crit and crit mult would have also been great. You see where I'm going with this.