Are there any philosophers who have taken Foucault's approach of looking at the history and changes of a concept, but who have applied it to ideas NOT investigated by Foucault (punishment, sexuality, mental insanity)?
Yes, many philosophers have conducted investigations into different concepts or themes other than those investigated by Foucault. Lad Sessions, for example, has done a good book on the concept of faith, outlining philosophically significant different notions of faith and, more recently, he has looked at the concept of honor (the book is called Honor For Us and is published by Continuum), Douglas Hedley has done some great work on the idea of the imagination, and the like. I am in the midst of being the co-editor with Chad Meister, The History of Evil with Acumen Press, a six volume work involving about 100 scholars who will look at "the history and changes of a concept," namely the concept of evil. Alas, it will probably not come out to 2014, but this might be something of interest.