Your best bet is thusly:
Burrowing sound - Giant Sand Worm has great burrowing/surfacing/growling one-shots. If you want a more sustained burrowing for foreshadowing or whatnot, use Natural Disasters’ “earthquake rumble” and possibly “earthquake sweeteners” (stuff falling off of shelves and breaking).
Roaring/insect sounds - Insectoid Hive has various big insect sounds, as does Swarm Attack, and Across Cursed Sands has a mood for “Old Obsidian Battle” which is sounds for a giant scorpion. Any of those would work.
Acid Breath - You can use Erzan Wizard Spells’ “acid spray” one shot, or Catacombs of Wrath has an acid breath one shot that sounds more vomitous (depends how much you want to gross out your players). Dungeon of the Mad Mage 5 also has a larger, deeper acid breath one shot, as does the Green Dragon set.
I hope that helps!