There is none.
Ok obviously there are some animal starting with the letter "U" in North America for example,
See?
A Kangaroo and Koala.
Jackal, Jesus Lizard, June Bug
That is easy, de janerio
Insect
Junebug
An insect that starts with k is the Khapara Bettle.
junebug
butterfly
flea
Butterflies
A praying mantis starts with the letter p, and a pill bug does too
The Violet Ground Beetle is an insect. The Viceroy Butterfly is found in North America. Velvet Ants are an insect.