1. I defintely don't classify myself as a bug catcher, but before the railway re-vamp, the railway caves were a very good place for finding pillbugs. I haven't seen one in a while now, I guess they are quite 'rare'. I think they tend to spawn in caves, though.
As for the agrias butterfly, I believe I saw one flying around MoD just yesterday. I don't think it has a specific spawn area, but like all butterflies it tends to roam around a lot.

2. Even if there is a day where the witch is feeling 'stingy', I don't think she'd pay extra for a bee. (this has still yet to be confirmed)
Also, are you referring to bees spawning in the Pyrat Bay cave? I haven't seen one spawn in there for a while. It didn't make sense to spawn bees in a cave full of baddies anyway, so it was probably patched.

3. Faded bugs are a funny case indeed. Studies have not shown any differential behavior between faded bugs and normal ones. Once a faded bug is caught, it is reverted back to its original form. In short, it's probably just a 'bug'.

Best of luck in your bug catching endeavors, young grasshopper.