If Luminous Broodmoth dies at the same time as a creature without flying, its ability triggers for that creature.

If a merged creature dies and that creature didn't have flying, each card that was part of that merged creature is returned to the battlefield. Each one has a flying counter on it.

If Luminous Broodmoth dies after losing flying but not losing its triggered ability, its ability will trigger for itself.

Luminous Broodmoth's ability triggers if a token creature without flying dies, but the token won't be returned to the battlefield. If that token was a merged creature, any cards that were part of it will be returned to the battlefield.