Same here, Bill asked for one today. If anyone would let me into their summer town to catch one, it would be greatly appreciated!
EDIT: Bill is asleep, without his cicada. I'll get his next request!
Apparently the game recognises a lantern fly as a cicada also, so one of those would do for your villager requests. If you can't find one in town, they are available on the island. 4pm to 7pm and then 11pm to 8am. Good luck!