So is it all insects equally, or are some worse then others? Do the ladybugs in central thanalan set you off as bad as the wasps in the east shroud? The bad news is that to some extent you cant avoid the issue. Almost every region in the game has some form of insect life. There are beetles lady bugs and mantises on La Nosca, there are wasps scorpions(diremites) and mosquitos(i read yarzon as mosquito types, some might say theyre more spider like) in the shroud, there are giant ants and sandworms(not sure if these count) in thanalan, dragonflys in coerthas, theres a big leech in mor dhona, you have Gnath in dravania, there are giant beetles in othard, butterflies and moths in gyr abania. The only region im not currently able to think up any insects for is Abalathias Spine(sea of clouds, azys lla) and its entirely possible im just blanking on something obvious. We dont have any region where insects are the primary foe, but you can find an example or two of them almost everywhere. As for the dungeons, some of them arent optional. To continue the story you need to clear out specific dungeons at specific times. Again, most dungeons dont feature anything that should trigger your fear(haunted houses, ruined castles, high tech labs), but a few of the ones that probly will are required to be completed. Toto-Rak is a spider infested cave(required), Cutters Cry is an ant burrow(optional), St Mociannes Arboretum has you go through a giant bee hive(optional) and a handful of other dungeons feature individual insect fights(while not having a greater bug motif) or insectile bosses.

So zooming out and playing with the sound low/off in these areas might help. But i know phobias can be tricky. For the lower level dungeons youre required to do, you do have the option of teaming up with a higher level person and doing the dungeon without syncing their level down. For Toto-Rak for instance, if you dont mind missing a tiny bit of the story you could sit at the entrance to the dungeon while a level 70 friend cleared all the fights(maybe leave the room or tab off the screen before the boss-reveal cutscene starts). A 70 could finish that dungeon without you having to help in 3-5 mins. The problem with this solution is that it only works on out-dated content, so if anything current has any creepy crawlies you wouldnt be able to use it. Best of luck, and i do hope you find a solution that works for you!