To find this very insect seems improbable. I would have to rely on Kieran Hebden’s memory, contact him and ask about the details of their encounter.
When did they meet? What insect was it? What was the nature of their encounter? How long do the insects even live? Why would he make an audio about it?
Forwardly, assuming that it is possible to locate this very insect (in the last resort to find the one in closest resemblance to the one from Hebden’s memory), I would have to travel to New Zealand (when currently being in Iceland, the two islands are basically mirroring each other when looking at the map), nearest to the Piha beach and acquire help from someone who might know the terrains better.
Finally, when finding the insect I would be able to play the song to it and notice its reactions (preferably next to someone who knows stuff about these specific insects and has some understanding of their perceptual possibilities and reactions to outside stimuli; e.g. like human music).