Several items here.
Claudio. I nearly always use some form of exposure compensation. In most cases it is an over exposure issue with me, so my default starting point would be around -1 exposure compensation when not using flash.
That is with evaluative (matrix) metering. Spot metering can be better or worse depending on the subject. But it is often a choice between exposing for the subject or the background; and often a compromise between the two.
The same potential problem arises with light and dark subjects where the only option is to expose for the lightest area then recover what is under exposed during editing.
Sometimes this produces a rather dull looking result with low colour saturation. But that can be adjusted during normal processing.
In many cases, the ambient light is simply too low to produce a suitable exposure with the necessary aperture and shutter speed; which is where flash is the only method.
For real close up work, I get as close as possible for the shot, then crop as required. When you need to see the hair on an insect's legs you have to crop closely, which is one of the few occasions when a large sensor camera is useful.
But I never resize the image upwards for a print. Zooming in on a computer screen for identification work is usually possible.
Joanne. In theory, Bumble Bees are so badly designed that they are unable to fly. But nobody has ever told them about that - so they continue flying!
Not sure which bee that is, possibly a rather faded Bombus pascuorum. Good photo, they are difficult to photograph well.
John. Your Speckled Wood photos seem a fraction over sharpened to me. The first looks like a decent photo but there is a definite problem with the original shot of the second image.
F8 or F9 is a bit on the shallow side for macro work. I never go wider than F11 and even that produces a very shallow depth of focus. Which means you need to get 'square on' to your model so as much as possible will be in good focus. However, parts of a large/long insect and the background will always be outside the limited focus depth.
Hand holding is often a problem with such a shallow focus, which is why I always use a tripod, besides camera shake. Also, were these manual or auto focused? Auto can produce problems with false focus, which could be the issue here. It looks as though the area in front of the butterfly is actually better focused.
Subject movement is another potential area for failure. Some insects twitch their wings when flash is used. Even a shutter click can startle them sufficiently to produce a blurred shot.