There are several reasons why scientists believe that HIV cannot and is not spread by insects, like mosquitoes.
Insects inject their own saliva as a lubricant to assist feeding.
They do not inject their own or a previously bitten persons' blood. Malaria and yellow fever are transmitted through insect saliva. HIV does not survive nor reproduce in insects. Insects also do not generally feed on two people in immediate succession. There is usually a rest period in between feedings.