Some years back our younger son provided what I am sure is the correct answer:
Rashi on Bamidbar 19:2 -- 'And you shall take to you (singular) a red heifer ...' (while v.1 is addressed to both Moses and Aharon). Explains Rashi: "To you -- For all time, it (the Red Heifer) will be called by your (Moses') name...." Hence - the little red insect, identified with the red heifer for centuries in folklore, is known in Ivrit as .. 'Moshe Rabbenu's heifer', following Rashi (and probably an underlying midrash aggadah). See also the quote from the GurAryeh on the Rashi noted in the Mikraot Gedolot 'Torat Hayyim'. I have never been able to find an early citation from pre-modern times, which`leads me to think that it jumped into Ivrit from Yiddish.However, as a search of the literature on the internet will show, the ladybug is known in many languages (? mainly Eastern European) by names associated with Christian religious figures (Mary, the Messiah etc). Is there a very early 'ur-legend', common to both Rashi and non-Jewish cultures, which explains the association(s)?? Menachem Butler and other academic sleuths, where are you?