My kiddo on the AS does this too :) He also obsesses about snakes (*sigh*). For the bugs, we bought him one of those critter keepers and a net. Although he doesn't really catch many, the bugs "run away" as soon as he comes after them with that net. So, it works good when we are outside. However, if one is in the car when we are driving, it is a whole different story - he would actually attempt to jump out of a moving vehicle to get away from a bug! We have him sit in the middle now and always have the child locks engaged when driving.
Another thing that sort of helps is putting "special lotion" on him to keep the bugs away (the special lotion is whatever I can find that day - sometimes even a bottle of spray water). Depending on his mood, he accepts that if he has the lotion on the bugs will not bother him.
I know it doesn't help much, but I always rationalize it with "it could be WAY worse." I have a friend whose son on the AS thinks that the sun's ray will burn his skin off and will not go outside at all.
Also, if she is not currently receiving any therapy, you could check into Occupational Therapy and Play Therapy, as well as certain types of medications. My kiddo on the AS is very anxious about many things and the meds help with that. While I don't know that the therapies "help," they certainly aren't hurting anything :)
Good luck!