Ya I trying to find them as well so far I just saw some flying around but I guess it should be some creatures more bigger then that :D

They're not the red moths, they're the blue and yellow one's in the cage next to the quest giver. They're about the size of the red ones you've been trying. They look like this: http://i.imgur.com/FYZvwgY.png
I've had the most luck finding climbing the mountainous area in the 7D region of Crimson Isles.

I've found several in the Ravenwaste area, just climb the hills around it and you should be able to catch at least 3-4 in a row.

moth quest is really hard, dont try to find, cuz they are nowhere, keep adventuring and in a lucky day, you will see, it just a moth and you can click on then get it, like any matt, its really hard to find like sandman flower, i only can see, no way to find.
btw, moth pet is really useless, just for seeing and make you lost a slot in bag....

Aragoto is not really hard. As my experience. Aragoto appears on the top of mountain or big rock that requires climbing. It just needs patience and a bit luck.