if any insects are endangered or extinct?

Unfortunately yes, some are. Bugs that get really big or are brightly colored sometimes get overcollected from the wild to be part of insect displays or to be kept as pets. Butterflies, beetles, and tarantulas often fall into this category. Most bugs have to contend with a combination of habitat loss, disease, pesticides, and climate change causing their populations to dwindle. The Rusty Patch Bumblebee is the most recent insect in the U.S. to be listed as endangered for those reasons.