Hi,
I am unsure whether I understand your question correctly.
Instead of calculating the correlation and then comparing them between subject groups, have you considered using a Mixed Linear Model (Analyze > Fit Model) where Y would be your INSULIN data (not the correlation values), and the effects would be NAA data, DISEASE STATUS (T2DM vs. CONTROL), and an INTERACTION Term of NAA x DISEASE STATUS.
Let us know if this is going in the right direction or if it is not what you are looking for.
Best regards,
TS
Thierry R. Sornasse