There is a whole diet based on foods not cooked. By diet, I mean a popular eating trend that a branch of Vegans get off on. Woody Harrellson, the actor, is probably the best known person who espouses this diet. These guys wouldn't have eaten the insects for obvious reasons, but the principles are there.
It can be nutritious. For example, cooking kills vitamins in a number of ways. Heat is a detriment to vitamins. Water soluble vitamins are lost in boiled or steamed foods. Fat soluble vitamins can be rendered out of food when cooked or lost if fried. Age degrades the nutrition of food too.
So eating fresh uncooked food has valid claims for nutrition. On the other hand, the volumes needed to supply nutrition and calories anyway are sufficient that this is only a trivial concept to most dieticians.
The diet Harrellson is on is only available in wealthy developed countries however. Nothing is heated beyond 115 F in preparation as that is viewed as the temp beyond which food is damaged. This poses a serious problem in protien acquisition for a vegan following this creed. Beans (soy) are not digestible unless cooked and the soy extractives all require cooking. Milk is out and so on. Storage and handling procedures are critical as nothing is sterilized in cooking. This is a big risk.
Milk like foods are created from water and nut pulp to extract proteins and such. These must be handled at low temperatures to ensure food safety so it's a long expensive process. This milk is then done up as ice cream, soft cheeses and such. Vegetables and fruits in various treatments of basic freshness constitute the bulk of the menu.
This belief is also limiting in condiments. Vinegars and oils are often subject to heats beyond their preferences so care must be used in selecting just about everything, including commercially dried spices and herbs.
I live in Utah. So I know lots of mormon missionaries who have traveled to exotic locales. One went to a small high mountain tribe in South America and enjoyed such things as fried spiders and butter worms. The worms were eaten raw and alive. Tasted like butter. He survived that kind of diet for two years.
As to the raw meat and blood dish, there is a much historical precedent for this kind of food. If you try it coming from a domesticated diet, you'll likely get very sick. I suspect that the life expectancy of this group is not comparable. Chopping cicadas whole means you're mixing in the gut bacteria. Not wise IMHO. Butchering the goat and then using the raw blood seems highly risky especially where they are grinding it up with raw meat. This is a great environment for bacteria.
I'm not against eating whole insects and all. But I think they should be cooked from a food safety standpoint. Same for the blood and goat. Nutrition isn't the only part of dietary health.
Phil