This is a brick walk, not the foundation for a building. If your naturally occurring soil is sandy or gravelly, there is no reason to go to 42 inches, since sandy/gravelly soil is not subject to frost heave. Neither is clay soil. Soil which is subject to frost heave is either predominantly silt or fine sand, so if you don't have that, no worries about frost heave. Even if your soil is prone to heave, it may not be worth it to excavate down to frost line and backfill with sand or gravel. Might be easier to live with the heave, your call.
As for the moles/ants, we have had no problem with them in 20 years on our brick walk in front of the house. We have plenty of moles, they dig tunnels all over the backyard, but have not bothered the front walk, not really sure why. Ants get into the sand and make little mounds, so once a year we sweep the sand back into the gaps, no problems.
Personally I can't see excavating 42 inches for a walkway, regardless of what type of soil you have, but it certainly will give you a good workout, and will completely eliminate heave to go that deep.