I had a Sigma 70 Macro years go, but hardly ever "went small". Maybe I don't have the patience to chase bugs around the garden. There are some colourful if grotesque images here. Below is my one and only effort, in Malaysia somewhere.
Capturing an insect in flight is pretty good. Presumably that was natural light? Do you still have a macro lens? Tempted to try again?
No, sold it with all my Canon kit years ago. I picked up a Leica R 60/f2.8 macro last year, primarily to copy negatives. I have a Leica Q that's been my walkabout camera since I got it and it has what it calls a macro, but is a 1:2, so not for bugs. To be honest, my money goes on lifetime optics. 21/f2.8, 35/f2 and selling some kit to finance a Leica M 50/f1.4 ASPH. Apparently they've been on back-order since they were released 13 years ago. Can't get one new or used and they retail at over £3k.