AOE spells can only move with their points of origin, unless the spell's description explicitly separates the effect from the point of origin.
AREAS OF EFFECT
Every area of effect has a point of origin, a
location from which the spell’s energy erupts. The rules for each
shape specify how you position its point of origin. Typically, a
point of origin is a point in space, but some spells have an area
whose origin is a creature or an object.
An AOE that is centered on a creature/object can be perceived to move easily because a creature/object moves easily relative to the planet. An AOE that is centered on a point in space is much harder to move because such an origin is usually part of the planet, and to see the planet in motion, you'll have to be outside of it (like, in Outer Space).
INSECT PLAGUE
Swarming, biting locusts fill a 20-foot-radius sphere
centered on a point you choose within range.
Unfortunately, Insect Plague is centered on a point in space. The spell's power emanates from that point, generating insects that cannot go beyond the spell's area of effect. Because the spell's description does not explicitly separate the insects from the area, then the insects cannot be moved into a different area.
Consider the Incendiary Cloud spell:
INCENDIARY CLOUD
A swirling cloud o f smoke shot through with white-hot embers appears
in a 20-foot-radius sphere centered on a point within range.
The cloud moves 10 feet directly away from you in a direction that you
choose at the start of each of your turns.
Now, this spell generates an AOE, but then explicitly separates the effect from the point of origin, allowing the effect to disengage and move away.
The rules as written are fairly clear: it's more typically useful with the caster outside of the sphere.
The sphere remains for the duration, and its area is lightly obscured. The
sphere’s area is difficult terrain. When the area appears, each creature in it must make a Constitution saving throw.
No exception is given for the caster. The caster was your wizard, which by game rules is "a creature." An object, for example the door next to your wizard, is not a creature and would take no damage.
A creature takes 4d10 piercing damage on a failed save, or half as
much damage on a successful one.
The spell caster should by a strict ruling have taken damage, mitigated by a save as appropriate. Since this spell requires concentration, if the caster is in it and takes damage a save to avoid losing concentration would also be required.
A creature must also make this saving throw when it enters the spell’s
area for the first time on a turn or ends its turn there.
If the caster just stood there in the Insect Plague, at the end of each turn of being in it the damage is taken again(providing concentration was maintained). It would make sense to roll a save each time for the damage, treating each instance (end of turn) separately. {credit to @yinzanat for that point}
(Citation is from PHB p. 254).
Best Answer
RAW, No.
Usually, we interpret spells assuming a “spells do only what they say they do” principle. Since insect plague doesn’t assign any of the appropriate statistics or give any end conditions involving the insects taking damage, we can say that damage from a fireball doesn’t affect the insect. They are magic bugs, after all.
As an example of what such an end condition would look like, the staff of swarming insects has a helpful example:
The DM may rule otherwise.
Intuitively, it may make sense that something like a fireball centered on an insect plague should destroy the insects, and this wouldn't be an entirely unreasonable ruling. If my players thought of this plan, I would almost certainly let it happen because of rule of fun and rule of cool.