Hi Blaze, it's a nice little tree frog you have there. I would definitely remove any insects you have found outside. You are right, they could have parasites which could be lethal for your frog.
As for crickets, I'm pretty sure with a short Google search you will find some in Abbotsford. Also, at this point, he might be a bit stressed as he is getting used to a new environment. If I were you, I would let him in his tank, and make sure he has lots of branches to climb and leafage to hide behind. Try and handle him as little as possible.