According to "The Sickness", Andalites have blue black blood. I bet that Terran mosquitos and fleas would not be able to nourish themselves on Andalite blood!
I was wrong! PP 173-175 of Megamorphs 1: A flea bites Ax on the arm. He acquires it and morphs it. As he morphs the flea, he feels two long teeth shoot out of his mouth, and realizes that those teeth were how the flea had penetrated his skin to drink his blood. He wonders why a flea would have a taste for Andalite blood.
I also wonder why a Terran flea would want to drink Andalite blood, given that Andalite blood is so different from human blood that its blue black as per "The Sickness".