I believe volare is used indeed with various insects, such as bees, flies, and cicadas. From the HP corpus:
Publius Ovidius Naso, Ars Amatoria 1.95, 1.96:
Granifero solitum cum vehit ore cibum,
Aut ut apes saltusque suos et olentia nactae
Pascua per flores et thyma summa volant,
Sic ruit ad celebres cultissima femina ludos:
L. Iunius Moderatus Columella, De Re Rustica 6.17.9.5:
sed quotiensque mel 9.1 aliusue sucus remediis adhibetur, circumlinendus erit oculus
pice liquida cum oleo, ne a muscis infestetur. nam et ad dulcedinem et ad odorem mellis aliorumque medicamentorum non eae [i.e. muscae] solae, sed et apes aduolant.
Gaius Plinius Secundus, Naturalis Historia 11.96.2, 11.96.3:
Insectorum autem quaedam binas gerunt pinnas, ut muscae, quaedam quaternas, ut apes. membranis et cicadae volant.
Apuleius Madaurensis, Metamorphoses 10.15.8:
... nec utique cellulam suam tam immanes inuolare muscas, ut olim Harpyiae fuere, quae diripiebant Phineias dapes.
I've looked at all other entries meaning "to fly" in my dictionary, and it seems (composite) forms of volare are the only ones used with insects; that is, the other ones all seemed to be used poetically c.q. metaphorically for flying, such as curro, findo, labor and a swarm of others.