No, but that’s not because I imagine they can’t feel anything akin to pain, it’s that it’s not my main concern; I’d feel bad about setting up a device simply to try torturing them, but swatting seems a humane enough disposal. There are lots of animals, even mammals, I’m ok with killing under some circumstances, but care about how they are treated first. So I think your question is far aside of the point.
As for bacteria and protists, I’ll say again: there’s a spectrum of reactions. Crabs and lobsters are somewhere in the middle - and not necessarily the same place as mosquitos* - but I don’t imagine sharp lines. If you did want to draw one for “real pain”, though, I’m not sure what behavior or lack thereof would exclude them.
*As the article notes this is about ethology not phylogeny. You and a sea squirt are both chordates, but I wouldn’t make any judgments based on that.
