I feel really guilty killing insects, even though it isn’t a sin

Taken to an extreme, each time you inhale, lots of micro-organisms in the air die in your lungs. If you know that killing insects is not a sin in the Bible but it feels like a sin to you this must mean that you don't actually believe what you "know" from the Bible. You are of more worth than "many sparrows".

Jesus' most certainly trod upon and killed insects during his earthly life, it would be nearly impossible for him not to do so. If he had avoided stepping upon any life forms and if that was important for righteous living we would have been told in the Bible. What we don't see Jesus doing is wantonly stomping on bugs for fun.

There were different penalties associated with accidental manslaughter versus willful murder of humans under the law of Moses. If such a distinction is made regarding humans, certainly such a distinction must also apply to insects.

Add the fact that certain animals and insects are allowed as food for us under the law and the fact that all things are declared allowable for food under the new covenant whereas humans are not and a huge separation between human beings and animal life is quickly developed.

God is not pleased by the wanton or malicious destruction of anything because such activity is not "in His image" but you will not go to hell if you step on or drive over a bug. The Bible says that God loves you with an everlasting love and has sent His Son to reconcile you to Himself. If you believe that God, in Christ, has forgiven your sin you are at peace with God. No bug can take that away.

“Therefore, since we have been justified by faith, we have peace with God through our Lord Jesus Christ.” - Romans 5:1

Your feeling of guilt about even unintentionally killing insects has got nothing to do with Catholicism, but has much in common with Jainism, Buddhism, and religions that believe in reincarnation. Christian doctrine about the soul, and the resurrection, are incompatible with the doctrine of reincarnation.

Jain pilgrims wear a mask, and when walking, gently sweep their path in order to preserve 'ahimsa', or non-violence, by avoiding any destruction of life through inhalation or stepping on a living creature. This is due to belief about souls being reincarnated as lower life forms. Similar views and care can be found in other non-Christian religions that believe in reincarnation.

This means that your feelings of guilt have got nothing to do with Catholicism, or Christianity whatsoever. You will need to look elsewhere for the reasons behind what really could be an inordinate fear that might be bordering on an obsession. There may be some psychological basis for this, so this Christianity site is not where you would likely find answers about your preoccupation with killing insects.

However, you do ask "How can I stop feeling guilty and live my life guilty [sic] free?" and this is where Christianity gives a superb answer - a unique answer, not to be found in any other world religion. The Bible shows that it is our sin against God that gives us a guilty conscience. The conscience of some can become seared, by continually ignoring its twinges and so hardening it, but with others, their sensitivity can become so acute as to make every-day life almost intolerable. That can be evidence of misunderstanding how God has provided total forgiveness of sin for those who trust utterly in what Jesus Christ did to atone for our sins.

Jesus explained to his followers, before he died as the only perfect atoning sacrifice for sins there has ever been, that once he returned to heaven, he would send The Comfortor, who would testify about himself. This is the One who reproves the world of sin, and of righteousness, and of judgment - of sin, because people do not believe on Jesus - of righteousness, because Jesus returned to the Father - of judgment, because the accuser of the brethren (Satan) is judged. Read John chapter 15 from verse 16 through to chapter 16 verse 16.

The Spirit of truth guides Christ's people into all truth, and points them to Christ. But before a person can belong to Christ, the Spirit convinces them of their own sinfulness, to bring them to repentant faith in Christ. Once that happens, they are released from the burden of their guilt and sin, knowing the peace of God that passes all understanding. And when they thereafter sin, they have the risen Christ in heaven acting as their advocate, their mediator. Those who respond to the gospel of Christ by putting faith in what he did at Golgotha and via the empty tomb, enter into rest - peace with God, even now. Read Hebrews chapter 7 verses 24 to 27, and chapter 9 verses 11 to 28. Learn God's view of sin, and the only remedy (in Christ alone) for being totally forgiven. Faith in that provision will deliver you from unbiblical fears about sin and wrongly placed guilt.