it would be easier to answer the OP's question if we knew whether or not the "bat detector" is shifting the frequency down from above 20khz to below 20khz. as far as amplification goes, most op amps will be sufficient, the problem of background noise will be the real challenge. the trick might be to use a noise cancellation design such as using two of the same model microphones wired out of phase (or the microphones are connected to a differential input). any background noise will preferably be the same amplitude, and will cancel, but a low level sound source closer to one of the microphones will not cancel. it takes careful balancing of the microphone signals, as well as careful placement of the microphone near the sound source you are interested in.
insect footsteps? i don't know... such sounds are made by something that usually weighs a few milligrams, and has legs with very small dimensions. any sounds produced will likely be several tens or hundreds of khz just because of the physical dimensions being so small. a standard microphone element might not even respond to such sounds because the wavelengths are so short and the mass of the microphone element is very large in comparison to the mass of air being moved. back in the 60s and 70s, some TV remotes used ultrasonic transducers for their remotes (usually at about 40khz), so ultrasonic transducers might be not difficult to find if you know where there's some very old TVs.
you might have some luck if you can get the insect to walk on the microphone element.