Mosquitos are kind of modern, being only 45 million years old, way after the megafauna bugs died.

but think 40cm long, meter wide "dragonflies", half-meter long "scorpions", 60cm "spiders" with knifelike front legs and 250cm long millipedes (technically not an insect, but eh)

But if you're looking for giant mosquitoes, you're in luck: the very much not-extinct elephant mosquito can grow over 1.5cm long.