gnat, sand fly
蚋 centers on small, biting flying insects: gnats and sand flies. Both meanings refer to tiny, often swarming pests that can bite or annoy.
蚋 combines 虫 (insect) with 内, which likely contributes a phonetic element. The character is used for small flies, but the exact historical development of the phonetic choice is uncertain.
The insect radical 虫 on the left and 内 (inside) on the right suggest tiny insects that can get inside your space: gnats and sand flies that swarm around you.
For ゼイ, imagine a gnat buzzing with a sharp 'zay' sound as it flies past your ear: 'zay' -> ゼイ, and the gnat is the tiny insect 蚋.
black fly (any insect of family Simuliidae); gnat