Jeff12341234,
In my opinion, yes, a flying mosquito nearby a high voltage arc would likely be killed or so seriously injured that it could no longer suck blood from mammals.
The electric arc in air creates a shock wave which results in a loud acoustic “crack” sound. Lightning and thunder are natural examples of this process. Nearby the arc large amounts of heat can burn the mosquito’s thin, dry wings causing it to fall to the ground, unable to fly. The intense light from the hot plasma may blind them. The massive overpressure caused by the physical shock wave passing over the mosquito body may cause the crushing of internal organs, especially the gas-containing organs and or abdominal hemorrhage.
Cheers, Bobbywhy