As best as I can determine, following consultation with one of my Allergy colleagues is that the venom allergens, being heat-sensitive, would likely be broken down by frying.
However, and this is a big however, a substance called phospholipase is heat stable and so could still, at least hypothetically, remain as an allergenically active protein, even after frying. His advice, that I myself would definitely take is, “That’s asking for trouble; I would avoid ingesting these.”
In a word, avoid eating fried bees, fried wasps or any creatures that might be even remotely related to them.
Good luck and enjoy your trip.
An anaphylactic reaction can kill you. Skip the fried bees. Have the Poodle Gumbo instead. If you do not have an Epi-Pen, ask your doctor for one when you go for your pre-trip recommended immunizations, and keep it with you. Remember, should you need the Epi-Pen, it is only a temporary solution. You will still need to go to a hospital for definitive treatment.