Indonesian zoos unfortunately don't have a good track record for insect keeping. The best collection would probably be the Bali Butterfly park, with a vast butterfly aviary, hatchery and a few spots to touch and hold scorpions, tarantulas, giant stick insects, leaf insects and three-horned beetles.
BSZ used to have a few insect terrariums between the aquarium and the Jaguar enclosure, but even when I visited the insegts were dead or nowhere to be seen. Then they had an insectarium when Eco Green Park opened, but has since been converted to a bird-focused museum.