I was putting Chacha back into her x-pen because I am about to go to bed. I was looking at her litter box from outside the x-pen. I examine her poos.. and I saw a little bug with wings on the side of the litter box

Last weekend, I got a new litter box for Chacha, was the one she is using is getting old... so I switched the litter boxes and have the old one in the garage inside of a plastic bag.

Is there anything I should watch out for with bunny?

I doubt that she got bitten by the bug, as long as you killed it once you found it. You can watch for her scratching somewhere, and then check to see if she has a bite, redness or swelling. You also might check around or clean the area near her habitat to make sure there isn't a nest of some kind or more of the bugs. Do you know what it was?

A lot of ants are coming in out of the cold, so it's easy to start getting more bugs briefly just before the cold kills them or their eggs off.