Q. The zucchini flowers disappear from the vine. Is it insects or animals?
A. Squash blossoms are edible, and in some societies even highly favored. I’m told that in Japan people even buy them. So if you have folks living nearby who enjoy squash blossoms they may be on your neighbor’s dinner table!
Bugs usually won’t be eating the entire blossom, so it’s most likely that some animal has discovered this culinary delight. I suggest you set a Hav-A-Heart trap bated with blossoms and see what you discover (hopefully not your neighbor’s hand :-)).