I think this is M. John Harrison's story "Settling the World" (1975). To quote some reviewers on this story:
"Settling the World", the oldest story in the book, deals with God being discovered on the far side of the moon, and coming to earth to demand a giant highway for His exclusive use. 
Here Harrison's densely intricate prose mutated Science Fictional ideas into the absurdist surrealism of "Settling the World" where 'God' constructs a 40-lane Motorway across England for His machines to transport giant human limbs for His mysterious purposes. 
God is described in the story as an insect:
Ten square miles of earth lie between His six splayed legs. Rainbows of iridescence play across His vast black carapace. If He should ever spread the wings beneath those shimmering elytra! One compound eye a hundred yards across gazes fixedly into realms that we may never see. A mile in the air, gales thunder impotently round His stiff antennae and motionless, extended jaws. In the shadow of His long abdomen, the giant factories seem like toys, and it is as if He had brought with Him from the hidden obverse of the Moon an airlessness that makes the sky a harder, brighter place...