Insanity help

If your ankles are sore, it would be better to rest and figure out why. Is your footwear properly fitted? Are you taking rest days, if yes, how often?

Are you counting calories? To lose weight you must be in a calorie deficit even without exercise. Exercise is for fitness, not weight loss. What are your stats (height, age, current weight, goal weight), and how many pounds/kilos per week did you set mfp to lose?

Get a good pair of trainers to use indoor. They don't have to be the best running shoe you can buy but they should offer support for those high impact moves. It will make all the difference! Jumping and landing on bare feet will take a toll on ankles, knees and even you lower back.

Are they just sore/achy or actually painful if you do certain exercises? Does the pain reduce after you start running and return after exercising? Is there any bruising?
Is there a specific part, inside ankle , outside ankle, below the ankle or above the ankle front?
Without enough information, it could be down to anything - but if it's aching all the time, even at rest, you may have pulled your ligaments or a tendon, that might mean some time resting them.
Try having a couple of days off, a couple of iBuprofen, Rest completely, Try crushed ice around the aching area, use a long bandage to compress the area and elevate your legs.
You don't say what your physique is like, are you already close to your ideal weight? It will be much harder to lose weight, you might even gain some weight as you 'define' your body.
But are you "losing inches" maybe cm in your case, can you pull in your belt an extra notch, if your strength is increasing you're probably replacing fat for muscle! (This is why it looks like you're putting weight on, when in fact you're just getting fitter!) I believe an extra pound of muscle burns an extra 50 calories (per day?),
Me being a fat bu**er, I've already slipped a few times and partially damaged the side of my right foot, (exercising in socks only, now I prefer bare feet, but I'm exercising on thick carpet, would definitely recommend cushioned trainers on a hard floor).
So take an extra day or two off from exercising use the R.I.C.E method and if you feel an improvement, don't rush back in. It's annoying if that happens I know, but you definitely don't want to compound your injuries, that is not the point of exercising in the first place!
Weight loss - are you eating right or do you find yourself not doing so, because you feel you want to lose more weight, you will probably lose more if you're eating healthily, rather than not at all, your body will try to store the fat and hold on to it longer, you'll also end up burning fat and muscle if you don't eat right, therefore losing out in the long run.

You may need to rest to get rid of the soreness but try wearing shoes! I had to buy crosstrainers for Insanity. They have more padding in the front compared to running shoes that focus more on heel cushion. I started using running shoes and then switched. They made a world of difference to my feet and my knees. Watch what you eat for weight loss. Working out alone doesn't always cut it. But if you don't eat enough calories that can back fire as well,

I did it without shoes as that's what I prefer, and yes I had some issues. I modified as needed and didn't push myself 100%. I did loose 50lbs so maybe check your measurements and take a closer look at your diary.