How does a blood sucking insect 'know' its need to inject blood thinner and how to manufacture same..?

The same way a human "knows" to digest food or breathe when asleep or many other bodily functions that operate unconsciously and is called the autonomic nervous systerm

its probably instinct

Try reading "On the Origin of Species by Means of Natural Selection, or the Preservation of Favoured Races in the Struggle for Life".

Those individuals that evolved some form of anticoagulant in their saliva survived better than those that didn't, and thus lived long enough to reproduce and pass that particular trait on to their offspring. Consciousness isn't necessary for that bit.

The fact that the universe exists at all is better evidence for some form of conscious "Prime Cause" (even the supreme atheist David Hume accepted the possibility of an Immanent god, he rejected the idea of a personal one). The universe should have collapsed under its own gravity less than a picosecond after the Big Bang - within a few Planck units where time and space are the same thing. Einstein postulated "antigravity" but couldn't get the math to work, and neither could Dirac who was better at it.