I have got a macro challenge I had to respond to, so this is an attempt. This is a 13 exposure stack, done in Photoshop. These little buggers have a habit of taking off before I have my rig in position, so this is not something I will pursue as a carreer
I am sure that there are experts on this kind of shooting on this forum, so any comment on how you postprocess would be of interest. I see that I do get some strange artifacts here and there, which I am sure you have ways to avoid.
This red-thighed St Mark's Fly, also called Heather Fly, was shot with 100mm f2.8L IS Macro, 1.4xIII extender and a 20mm extension tube. The insect is about 10-14mm long. (The background is from a flowerbed of roses and not something I have added).