I ‘m fortunate to have a Thai food market within walking distance. Finding frozen giant water bugs in the freezer section makes me think they cater to people who know hat they’re doing. It seems they’re the species Lethocerus indicus, and that you need them to make a really authentic chili sauce to go with fried mackerel.
I also came across an article on the history of Pad Thai (via). Apparently it was a dish invented as part of a nationalist modernization campaign, and aside from the patriotism imputed to it it’s not really distinctively Thai. It also seems that the bright orange American stuff is that way due to the use of ketchup.