Fascinating answer by Entomologist Matan Shelomi:
Nope. No blood vessels. […]
Insects have a heart, sometimes, but no arteries or veins. They have an open circulatory system: all their organs just float in a goo called “hemolymph” that is a combination of lymph and blood. Some insects, bees included, have a heart and an aorta (the vessel leading out of the heart) that pumps the blood and gives it some semblance of direction (from the back of the insect to the front), but...