Most of the time the protozoan parasite entering the mosquito is after a bite to a human. Once in the mosquitoes system the parasites that survive gut migration replicate and move on to the salivary glands ready to enter the next human host.
This is not a simple little experiment though. It requires developing enough genetically modified mosquito with a strengthened immune system that they breed with other mosquitoes and pass on the gene. It’s a long shot. If that long shot works though the world may talk about a day of when malaria was a big problem instead of in the present tense.