Thank you all for your kind comments !
@Gary : Sometimes I am patient, sometimes I am not...When I am not, I shoot flowers instead !
@Andrea : I use ''A'' mode so I do control the shutter speed by setting the aperture.
I set the aperture according to the light available (and the distance from the subject, the closer, the smaller aperture to get more DOF).
If I shoot a fast insect, or in low light, I set more isos.
You can predict the speed depending on each insect : bees, bumble bees are fast and fly randomly, so is better to install your gear on a tripod an focus on a flower with deep DOF. Any bee will land on it eventually.
Syrphidae (Hover flies) and bees fly : These creature fly stationary but for a short time (few seconds) : better to focus before and then move back and forth your hands held cam. of course, you will need several tries before get one in focus !
Dragon flies : they fly very fast and randomly. Big ones rarely land. however I noticed they wander according a circuit and they fly stationary, often on the same location but few seconds. So, i get ready until they come back.
Wasps : too fast. No possible to freeze one without a special device (laser triggered)
Butterfies : possibly doable (Zygenias and Sphingidaes) if you are lucky !
the hummingbird was rather easy to catch, though.
Did you use single AF point or multiple? Just curious. "-)
Important point : I never use AF. When I had the apo Sigma 150mm I used to turn AF off.
Even in still macrophotography AF bothers me. I use now manual macro lenses only.
Did you use continuous focus AF-C?
Yes, I do sometimes when I move the camera back and forth instead turn the focus ring.
@bjørn: Great document ! I never could get one like that, mostly because the location is full of vegetals, stalks or leaves or very often too far on clean area I can't reach.
Using a long lense + extention ring is a good idea and needs, as you said, some luck. But it worth trying !