The eye safety issue with laser mosquito zapping could be addressed with multiple beams. Say you need to deliver at least M joules of energy at the wavelength of the laser to the mosquito over at most T seconds in order to kill it, and suppose and eyes must receive less than E joules of energy at the wavelength over that same timeframe to not be damaged. Encircle the area you want to protect with at least M/E lasers…
40 watts / 5 milliwatts (safety threshold) = 8000 lasers needed in the system you propose