Well, while it may not live INSIDE the volcano, there is a bug that lives on volcanos:

http://hvo.wr.usgs.gov/volcanowatch/arch...

Wekiu bugs-life on top of a volcano

Antarctica does have ONE insect:

http://www.units.miamioh.edu/cryolab/edu...

And even the Arctic has 4, including one mosquito:

http://www.vtaide.com/png/habitats/arcti...

Getting away from bugs can be a challenge.

The only place I can really think of is anywhere below zero degrees. Maybe Antarctica or certain regions of the North Pole or Alaska. Can't say for sure, though.

I'm pretty sure bugs don't live inside a volcano.