Can you still call Umbra at that point? I think if you want to grind EXP you're better off calling Umbra and going back to old Lucis and doing sidequests/hunts/dungeons.

Most of the mobs in Insomnia are status-affliction central. Also, pro-tip: find the subway. I went around getting beaten up by Naga, Arachne's etc, until I followed the alleyways down into the subway (run past whatever is too tough for you).

The only things you really have to fight are the Eternal Soldiers on the road and in the subway, and then the Behemoth King outside the gate to the citadel.