Here's a chart of the most common combinations
I think you mean Gli, Le I, but the difference is the the sex of the subject, and what letter it starts with.
I = Masculine/Plural - Gli = Masculine/Plural, but it also means the subject starts with a vowel or a silent "h" - Le= Feminine/Plural
In other words, "I" is the plural of "Il", "Gli" is the plural of "L'-" and "Le" is the plural of "La"
It is not correct English grammar to use a pronoun (they) after using a noun (the insects) in the same sentence. You can either say "They are in the sugar" or "The insects are in the sugar" to make it proper English, therefore the only answer for this question is "The insects are in the sugar."