I think that this capture is very decent. With the shallow depth of field limitation associated with macro work I feel that you did very well and have managed to capture the insect as a whole. Discussions regarding focus stacking are like playing the Monday quarterback while never having seen the game. One of the magical aspects to macro work is the sharp focus, highlighting the key feature, and the isolation it offers by the out of focus region by comparison.
Well done, and thanks for sharing,
Spyglass