[Taqwus]

Insects being incredibly numerous and diverse, you'd have a number of options to draw from.

For instance, a huge number of species fly, and some are amphibious or aquatic for at least part of their life cycle (hm: it would be interesting if units could 'evolve' based on, say, experience? Currently, the Eater o' the Dead grows on corpses, but that's a rule that has limited applicability outside of, well, eaters of the dead.).

Poison, ambush (mimicry, coloration, ability to remain nearly motionless for periods of time, use of tunnels, use of webs as tripwires (well, OK, mostly thinking of trapdoor spiders here, not bona fide insects)), high basic prot (chitin), high morale (perhaps mindlessness, requiring the Queen?) for the soldier castes of colony insects, siege bonuses for others (tunneling)...

I'm a bit hard-pressed at the moment to recall any insects that use ranged warfare, and can't really speculate as to their religion or magical capabilities. That said, somebody who's not stayed up watching Sox games might be in a position to have a reasonably coherent vision of a fantasy Version of the insect kingdom.