As a sequel to my first question, I have decided to ask another! Let's say, that these bugs have evolved to look completely like a mammal. Fur, skin, eyes, etc. What about their internal biology could distinguish them from a true mammal and reveal their bug origins? It probably wouldn't be obvious to the average person, but an avid insect-fan would be able to tell pretty quickly, especially considering these creatures are equipped with an endoskeleton.
There might be some options
I'll say this beforehand: it's almost impossible for an arthropod to somehow evolve into something even remotely close to a mammal, because as far as I understand, you want these creatures to be bigger than a coconut crab without having to be aquatic or to look like a coconut crab, which by itself means that they'd need their respiratory system to change completely and become something completely unlike the tracheal system seen in insects (spiders and other arthropods do have a different respiratory arrangement but still its a far cry from proper lungs and it'd still be incredibly unlikely for it to happen), as well as other factors to happen in just the right way for them to develop a closed circulatory system (which might be the least improbable thing if cephalopods are anything to go by) and somehow grow an entire endoskeleton which in turn would require either partial or complete rearrangement on where their muscles are attached (depending if they somehow keep exoskeleton bits under the seemingly mammalian skin). Just these changes alone are just so improbable that it'd be easier to just have mammals that look like bugs instead. With that out of my system and assuming your insect mammals did something so hard to happen that there are basically no known instances of something even remotely similar happening on earth as far s I'm aware (and we had a shark with spiraling mandibles, helicoprion, for word's sake), let's see some potential solutions that'd come out as odd for mammals to have :
1-laying eggs: if you have watched Phineas and Ferb without missing Agent P's theme song, you'd initially think this one wouldn't do. Monotremes are a group of mammals that still exist today and which reproduces by laying eggs rather than by giving live birth and thus that won't quite cut it, UNLESS these eggs are centrolithite, which are eggs in which the yelk occupies a large portion of the egg, concentrating at the middle of it (if this kind of placement cannot occur in larger animals, please do let me know as I'm not the most knowledgeable on embryology). This kind of egg is pretty much exclusive to arthropods meaning it just fits the bill for what you need (...unless the animal in question doesn't look like a platypus or echidna, because if something looks like a lion and is laying eggs, anyone who hasn't been living under a rock from birth will know that the thing they're looking at is no lion).
2-Being cold blooded: doesn't sound like it'd work. Mammals essentially evolved from cold blooded reptiles and it's precisely this trait that allowed them to spread across the world. The problem is: endothermy is not exactly a trait all mammals have and thus they'd come out as very peculiar mammals, but mammals nonetheless.
3-their not-so-spinal cord and skeleton: one key anatomical trait in arthropods that isn't observed in vertebrates is the placement of their nervous system: while our nervous system is oriented dorsally (meaning our spinal cord is in our back), your arthropod mammals, assuming the organization of their nervous system didn't change all that much, we'd see them having essentially "inverted skeletons" regarding their torso, as the nervous tube in arthropods (basically their version of a spinal cord) is placed ventrally, that is, closer to the belly. Upon opening your insect cow the first obvious difference would be that their "vertebral" colum, having evolved to protect the nervous tube, is placed essentially in the "belly", with the skeleton being basically "inverted" or "twisted" to accommodate this major anatomical difference without compromising the need for places for the muscles to attach to. Think of your insects as basically a sloth, except rather than hanging from a tree upside down, their legs would be on the ground while the torso would seem to be placed backwards by our standards.
I will say it again that its extremely unlikely that something like an arthropod evolving to look and function almost exactly like a mammal in most way would require borderline magic to happen, simply because insects and mammals haven't had a common ancestor for over 300 million years (they were inhabiting the land before the first vertebrates), making it so I'm willing to bet it'd be easier to make chickens evolve into something like T-rex, or for those chimpanzees to finally finish typing the works of Shakespeare. It's not to say it's impossible, but arthropods basically never had anything close to the pressures necessary to become something so absurd that we know of (and honestly, some just don't really need to. Dragonflies' body plans are so effective for their lifestyle that they've barely changed in over 300 million years, which becomes completely understandable once you learn that they're literally the most successful predators on earth with a 97% success rate when hunting for prey).