"Hey, Zero, I'm just wondering, but are you always screaming now?" Kaname asked.
Zero was now more afraid of insects, and screams/runs at the sight of Yuuki, because, apparently, to Zero, Yuuki takes the form of a charging bull now, all the time.
"Er-no, I'm... just..." Zero couldn't find any excuse without revealing that he was scared of insects, so he ran.
Too bad that he doesn't know that Kaname already knew his fear.
~Later~
"Zero! Get ready for class!~" Yuuki called.
Zero ran away once she appeared.
"Geez, what is wrong with Zero!?" Yuuki pouted.
"Hey, Yuuki, come here, I have a plan." Kaname suddenly appeared.
"Woah! You scared me, Kaname! Anyways, what do you mean by plan?"
"To make Zero back to normal. Are you willing to help?"
"To make Zero normal again? Sure, why not!"
And if Zero had heard this conversation, he would have said, "Dammit, Yuuki! Don't trust this-this-argh!"
For some reason, Yuuki was like a child, or a brat, as Zero would call it.
~After That Little Chat~
Yuuki was dressed in a kitty maid outfit, and she scared Zero by yelling "BOO! Guess who!" and covering his eyes.
"Y-Yuuki? What are you doing?!"
"Come on! Come on! Over here!"
Yuuki dragged Zero over by his hair. Zero protested, and so Kaname had to come. He used his vampire strength and dragged Zero along.
"What are you guys doing!?"
"We're going to help you get rid of your fear!" Yuuki smiled.
"EH!? What fear!?" Zero thought at the same moment, Don't tell me they know I have insectophobia?!.
"Your fear of me! Yuukiphobia!"
"WHAT?!" Zero was shocked. There was no such thing as Yuukiphobia! What the heck is... wait... don't tell me...did Kaname tell her that!? That-that-that! Zero couldn't find any name bad enough to insult Kaname.
"Yuuki, you immature brat! There's no such thing as 'Yuukiphobia'!"
"No, Zero, you lie! There is! If there isn't, then why would you run away from me all the time!"
"Oh my goodness-" Zero was cut off by Kaname.
"Zero, Yuuki, why have you forgotten about me? I am standing here too!" Kaname looked at Zero and Yuuki with fake teary eyes.
"No, we haven't for-" then Yuuki was cut off by Zero.
"Oh, you're still here, idiotical retard? I thought you left long ago."
Sighing, Kaname said in his teacher voice,"Zero, I believe that 'idiotical' is not a word."
Blushing, Zero gave up protesting and fighting Kaname's iron grip, and stopped talking, so Yuuki, Kaname, and him were left in an awkward silence.
~After 5 Minutes Of Dragging Zero~
Kaname and Yuuki dragged Zero to a dark room, and Kaname told Yuuki to leave the room. He commanded Zero to undress and change into a women's Japanese yukata. Then he gave Zero a wig to put on over his hair. He put makeup on Zero's face, and then, finally, he led Zero to a mirror.
When Zero looked into the mirror, he screamed. What he saw was a beautiful young maiden, not himself.
And so, Zero fainted.
~When Zero Wakes Up~
"Are you awake now, Zero?" Kaname asked as he appeared into Zero's view.
"Where the hell am I!?" fustrated for no reason, Zero tried to move, but then realised that he was strapped to a table.
"You and I will participate in a magic show! Be on your best behavior."
"EH?!"
"Shut up."
Kaname was dressed in a docter's white lab suit. He talked to the audience, which were all students from their school. And so then, you know what will happen. When Zero saw that the students were all staring at him, and making disgusted faces, he looked at his body, and, saw-
cockroaches.
"AAAAAAAAAAHHHHHHHHHHHHHHHHHH HHHHHHHHHHHHHH!"
And Zero fainted.
~Later, After That Part~
Zero once more found himself on a bed, just like last time with the cockroaches, and- he was wearing-
Hell. A kitty cat maid dress, just like the one Yuuki was wearing earlier. Zero screamed for a long time...

And so, that was probably how Zero developed Anthropophobia, the fear of human company.

And so, that was probably how Zero's Insectophobia got worser.