If you're in the US, your main concerns are black widows and brown recluse which are pretty rare. The widow is in the soth, not sure about the recluse. I never heard of a dog, a cham, a pet bird or anything during from eating one. I guess it's possible but unlikely. If you are wouried, get or build a reptibreeze type cage so your cham can still get sunlight. A female panther or veiled would be ok in a medium or preferably large reptibreeze for occasional use in the daytime. Even if you don't use a screen cage, the risk is worth the reward.
I guess to prevent them from eating lightning bugs, keep her off the grass or in a screen cage. Since lightning bugs are nocturnal and chams diurnal it would be a random find for her to eat one. Cats and birds are a bigger concern than bugs. I never have mine outside uncaged and I don't leave them out at night(racoons, possoms, etc..) To do a nighttime cage, I would have it double walled with at least an inch between walls to preventative from being grabbed.