The Crimson Moth can be found in Northern Stranglethorn (lvl 8) and The Cape of Stranglethorn (lvl 8) — Eastern Kingdoms continent. However, it’s a secondary pet when you engage a Strand Crab in a pet battle. Seems to be a pretty rare random pet. Keep fighting Strand Crabs (cancel) until you see a Crimson Moth as a secondary pet.
“Prefers to dwell in humid, tropical areas and feed on Kingsblood nectar.”