Costa Rica in January is not so good for insects as it is mainly dry season there. You must go over the mountains to the Atlantic slope, it rains there everyday and you will find butterflies there. I was traveling around Braulio Carrillo National Park and have seen many butterflies. On the pacific slope there is nothing, no rain for about 5 months. Another option is to drive closer to the Panamian border where you will find evergreen forest. You may find some insects there but it is more far to go.