Tiny is the smallest creature size
Your question states an assumption within it that may not be correct:
I assume, that means there are creatures beyond size categories
However, there is no reason to make that assumption. The published material by WoTC lists all of the current creatures with stat blocks. If there are no stat blocks of creatures of different sizes, then the assumption is that is the complete list.
The table in the MM (page 6) lists creature sizes and space control. Tiny is the smallest and Gargantuan is the biggest. Those are the only available sizes for DMs and Players to use without making home variants.
The text language of "Tiny or Larger" doesn't make the assumption that there is a smaller size. It simply states that ANY creature will trigger it. Yes, it might be have been simpler to say it that way, but I am not a WoTC editor :)
Space Control vs Physical Size
Also, the size categories are about space control and not purely physical size. Your creatures may be of varying actual dimensions, but the size table is for space control. But given the limitations of the table, even if you're working with a Scorpion (which is pretty darn small), it falls under the Tiny category and gets triggered by Alarm.
There isn't a differentiation in the Monster Manual, DMG, or PHB about category size (space control) and actual size of creature. Those are blended under Category Size. Whether or not the intent is that there is an 'insignificant' creature if it is smaller is not known, and can't be made officially. The intent is more likely that any relevant creature is at smallest Tiny. That also generally holds up against the list of creatures in the Monster Manual and PHB.
Singular insects (other than scorpions), aren't listed, so the concern of a single insect getting through an alarm isn't one. Especially since that insect is Tiny. You can't polymorph into a different insect type or do anything with one in a way that would allow you to use it to bypass Alarm.
The DM, as always, can create new creature sizes and stat blocks to accommodate for anything they'd like to add or change at their table. However, as you've raised with Alarm, doing so may introduce unforeseen effects that aren't planned for by WoTC but should be considered when implementing homebrew.
Alarm currently works to stop all creatures from entering that meet it's condition. If you create a new creature that breaks Alarm by either always setting it off or allowing it to bypass it, then that particular Homebrew needs to either be accepted or you have to adjust the stat block or the spell to accommodate for it. But the RAW here is dependent on published stat blocks and creatures.