Yes, it is regional.
As I never lived in a country that has Gizzlies, or Crocodiles. Well, in Thailand we have water monitors (harmless) and something that resembles a Kaiman, but is called different.
The Tigers prefer to live in the forest. Nearly all are GPS tagged and it is unlikely that one ever comes into my room. Germany has no Tigers or Crocodiles, and brown bears only very recently.
So, cockroaches, spiders, mosquitos would actually be on the top of my list: both in Germany (or Europe) and Thailand.
Obviously an animal is an animal, so no idea about that part of your question.
Very interesting.
If someone asked me to make a list of animals with wings, or animals that prey on other animals, or any other quality, I would never think to include any insects on the list. To me, there is a difference between Animalia the scientific category, and animals the living things we talk about.
If someone said "I just moved out of the city to retire in a country house, so now pretty much every day I see animals outside" it would never occur to me that they might be referring to insects. Quite the contrary - if insects are considered animals for everyday speech, that sentence could never be uttered in any rational sense, because if insects are animals then there are animals everywhere. A Manhattan high-rise is filled with animals like roaches, spiders, mosquitos, bed bugs, crickets...
In fact, in my experience there are far more roaches in the big city than in the country, because in the country insects have more natural predators, fewer places to hide, and you don't have massive piles of edible waste that are inevitably created by cities.