I wish I could help as Sam is going through something similar. Tomorrow we will be near Indigo so I am going to get some fun books on bugs. I am also going to try some bug crafts (going to check Pinterest) and maybe watch some movies about bugs - Bus Life, Bee Movie, etc.
Also, you may try finding some YouTube videos of younger children handling bugs.
I hear you on the annoyance things though. It's hard not to get miffed. Sam will find the teeniest, tiniest scabs on her body (that clearly are NOT bug bites) and declare they ARE bites.