TBF bugs are arthropods too, unless you’re the kind of person that includes snails and slugs and/or earth worms. Certainly, “true bugs” in the entomological sense are. Centipedes, along with millipedes and a couple less-known classes, are myriapods, which are a member of the arthropod phylum along with other subphylums like hexapods (insects and friends), arachnids, and the various crustaceans. Arthropods themselves are panarthropods, a group which includes a couple arthropod-looking phylums, namely the velvet worms and the tardigrades/water bears.