I didn't select a turn limit when creating a game, but there seems to be a default 999 turn limit. Playing an Insane map size, 999 turns is not enough.
Is there anyway to eliminate/disable the turn limit entirely so that a conquest game on an insane map size can actually be played properly?
if you have already started a game, click the Victory button in the top left corner. There you'll see the progress so far for what you have chosen. At the lower left corner of that window there is a button called Victory Options. Click on it and a field shows up allowing you to change the victory conditions, including the Turn Limit.
When starting a game, there is a menu called Victory Conditions (it is the one you see after selecting your race). There is an option to disable the turn limit there as well, which might have accidentally been left on when you start a game.