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The gym would be like the inside of a hollowed tree, with lots of cobwebs and leaves and such. It would have some sort of branch or web-connecting puzzle, which would lead bug pokémon to eat the leaf barriers impeding your progress.
>Before Battle
"Well met, trainer. Many people dislike bug pokémon for their appearance, but I am different. If you closely observe them, they have a lot to teach us. Let me show you!"
>After the first KO
"Don't think I'm done yet! Bugs are known for their persistence!"
>Last Pokémon
"The last sting is the most dangerous one!"
>Defeat
"I have learned much from my pokémon, and I can see yours have teached you too."
"Take this Badge. You have shown you deserve it."
"Oh, and before you forget, this too."
"This TM is Anaphylaxis. It deals a lot of damage and can paralyze your opponent!"