'collections' is pretty vague. I think it's probably BS. Tell him you're blocking him, that you consider your debts paid for having shipped the box, and that this is the end of it whether he likes it or not.
Tell him he's free to pursue 'collections', but won't be getting a penny from you, and that you have complete records of every e-mail he's sent you about the entire thing, which you will keep on hand to submit to authorities if necessary.
Since you did not ask for the insects, and you did not agree to pay for the insects, you do not owe him anything for them. That's the law. Nothing he threatens matters in the face of that.
I'd go complain on Fauna BOI too, so others can steer clear of someone who's obviously a bad egg in the 'rescue' scene. (I have to wonder about anyone in a rescue who would behave this way). They will ask you to post the e-mails and correspondences, of course, to prove your claim. It's for the best.
