There would be no official lanes, just airspace
One reason traffic laws exist because cars are very fast and not very maneuverable. This means that crashes between them are very easy, destructive, and often fatal. However, flying insects are very maneuverable, and not so fast. While some insects can perform short bursts of at speed at up to 35mph. None can actually sustain flight speeds greater than about 10-12mph. That is slower than the average person's bicycle cruising speed. Whereas a person riding a bike on a pedestrian pathway may accidently hit someone, bugs are extremely maneuverable and have incredible reflexes; so, they will have no problem getting around slow traffic without having to slow down themselves.
The other reason we divide our traffic up into lanes is because of limited road space. City road ways are congested with cars because it is a 2 dimensional, very limited space. Lanes make sure that if you have a road wide enough for 2 cars that you do not end up with 1 car in the middle of the road preventing anyone from getting through. In the sky though, you have tons of vertical room to work with. Even if there is enough room in between 2 building for 3 bugs to fly, it's okay if there are only 2 a little bit more spaced out because there is room for another 100 bugs above and below them.
Instead of official lanes and strict road rules like you suggest, it is far more likely that you would just see general cultural norms emerge with no actual laws needing to exist since violating the norms would be seen as too petty to need to worry about. It's like how pedestrians organize themselves to pass on the right with no regard for trying to follow the centerline.
They just fill in however makes since because there is no actual threat from the oncoming traffic. So instead of lanes you'd probably see faster insects habitually climb to greater heights to better pass the slower ones, but it would not be by a fixed 1 or 2 or 3 lanes. It would just be a rule of thumb to go higher until you get clear enough of skies to move at a comfortable speed.
That said, there are certain areas where you would absolutely not want to fly, and these would need to be governed much more strictly:
No Fly Zone Near Roads:
Bugs suffer from all the same hazards of crossing a busy street as we humans have, but some of them have the added luxury of being able to go over them. To designate a safe area, you need to assume a maximum clearing road vehicles need. Most roadways require a clearing of at least 4.5 meters when building over the road to allow for powerlines and traffic lights to not get hit by the tops of trucks. The existence of this infrastructure is actually great for your bugs because they know that as long as they go OVER the powerlines or traffic lights, they are safe; so, for a bug to fly up and over a powerline to cross a street is legal, but flying under a powerline is the equivalent of jaywalking. Areas where there are no above ground powerlines would just use the nearest traffic light as a gauge. They may also standardize the heights of other things like the tops of stop signs, or speed limit markers just to maximize the odds that you have a marker near by to show you how high to cross.
No Fly Zone in Airspace:
The other exclusion area would be your official airspace. We humans like to say that airspace starts anywhere between about 150-300m above the ground. Below that we are allowed to fly around unregistered drones, shoot bottle rockets, and fling stuff around more or less however we want without having to register an official flight path. Official airspace also comes down much lower in areas where there is an airport, or helicopter landing area. So, while we can see a road quite clearly and know about how high we need to fly to go safely over it, avoiding air space is a much more complicated problem.
Sticking close to buildings is a generally good rule of thumb, but it is common for a particularly tall building or cell tower to actually pernitrate an area's official air space so your bugs will need a system of knowing where architecture violates air space. We humans like to put blinking lights on top of these buildings to make sure aircraft know to go around them, but when you add in flying citizens, the problem becomes more complex. Your helicopters need to know exactly how low they can go around such a building, and flying bugs need to know how high they can go. To do this, you need some visible marking on these structures that covers the entire surface of the official Airspace zone around it. So, if the top of a building is painted red, you know helicopters have to stay above the red zone and flying bugs have to stay under it. My original thought was to just do a line, but you need to be able to see these from far away. So, if you want to fly straight between two buildings, you can see when you start where you need to aim to stay under official airspace.
As for accessing your top floor apartment in the red zone, it may also be understood that you can always fly (or climb?) in a red zone if you are close enough to the building so you'd have to fly in low, then go up to your 30th floor balcony by staying close to the building.