Other Pests, Bats, Insects, Snakes, and Spiders you control get +1/+1.
When Blex, Vexing Pest dies, you gain 4 life.
If a creature is more than one of the creature types Blex cares about, it may haunt your dreams, but it will get the +1/+1 bonus only once.
While resolving Search for Blex, you may put any number of the cards into your hand, even if you don’t have enough life to cover it. We’ll assume you have a plan that’s better than “and then I’ll lose the game.”