I have not come across a standard Arabic name for this insect, as it is a European beetle, but I have looked it up for you on http://www.wikipedia.com, and found out a few things about the name(s) of this creature that might help with coining a name for it. For instance:

"It is well known for its habit of raising its long and uncovered abdomen and opening its jaws, rather like a scorpion when threatened. This explains one of its alternative names, the cock-tail beetle."

"This beetle has been associated with the Devil since the Middle Ages, hence its common name. Other names include Devil's footman or Devil's steed. In Ireland the beetle is known as darbhadal (literally Devil's beast) and it is said that the Devil assumes the form of this beetle to eat sinners. As with many supposed bringers of ill-luck superstition holds that people can turn the creature's powers to their own advantage and it is said that reapers used to enclose the body of a Devil's coach horse beetle in the handle of their scythes to improve their skill. The origin's of these beliefs can perhaps be explained by the beetle's threatening appearance, and its habit of eating carrion."

This is what we call this insect in Lebanon

I hear حصان إبليس since I was a kid. But I'm not sure if this is known just locally.