They don't make things easy do they?!
You could probably make one without sewing. My suggestion would be:
Buy a green top and green leggings, or a green leotard. Use a fabric pen or marker pen to draw lines on the chest like the segments insects have, and maybe a couple of vertical lines down the legs.
Get some card and cut out wing shapes - crickets have long wings, do two wing shapes but keep on one piece of card so it stays in shape when worn. Glue on some shiny or iridescent paper to the wings. Punch two small holes on each side and run a piece of elastic through that can be hooked over each of your daughter's shoulders.
Buy one of those headbands that has two "antenna" sticking up with pom poms on the end.
Use black eyeliner to draw big bug eyes on your daughter's face and maybe a little face glitter.