Have you ever considered using a flash to create a fill light on the subject?
Same concept as sports photographers shooting athletes in bright sunny conditions - the subject's back is to the sun, and the photographer uses roughly half power flash to fill the subject's face nicely. Of course, bugs don't squint when they face the sun...
Two examples of fill flash in less than ideal conditions - both butterflies:
http://www.marclangille.com/coppermine/albums/userpics/10001/IMGP5473_resized_copy.jpg http://www.marclangille.com/coppermine/albums/userpics/10001/IMGP3298_resized_copy.jpg
Where your images shot in JPEG? Personally I prefer RAW, especially for macro work, especially if the subject has any dark/black areas on it, due to it's better dynamic range. For outdoor events, etc. JPEG is fine in my books.
That all being said, I am looking for a certain level of detail in my images. You've done well with the captures, and I think it's on the right track, although the sharpening artifacts show up a bit in those images.
Cheers,
Marc