We have replaced Velux windows using a local firm. We had several quotes and they were all about the same though I found it is important to read the quotes carefully as there are different styles and different materials for both the inside and outside. You can save a bit if you change the materials. For example, copper frames are more expensive than the others.
The good news is that if you own your property you can deduct this work from your taxes.
Yes, it is expensive but you will benefit from better insulation.
What you can install yourself, and I have done so, are the inside window coverings which give additional protection against sun and heat. The outside shutters and sun shades I have never personally installed.
Velux windows have a guarantee, and I am not sure if this is valid if not professionally installed by one of their service partners. This might be worth looking into.