While there are a lot of things we can blame on climate change, likely this isn't one of them. There are already several types of mosquitos adapted to cold temperatures, much lower than Iceland's. A rise in temperatures didn't help them get to Iceland.
The big thing with insects is going to be less about how they got there and more about whether they can survive a typical winter. Those of us in colder regions don't realize how spoiled we are for just having to wait three months for some of the worst pests to expire. Or plants for that matter.
