I have spent a lot of time shooting bees (just submitted a research paper documenting some of my finds to the Washington entomo society journal). If light is great outside, I try to shoot natural light, high shutter speed, and get action shots. In lower light I am forced into using the flash (My D7500 has a great in camera flash) and low shutter speeds and about f18 seems to be my sweet spot, sometimes up to f22.
All the various diffusers I tried just got in the way and were too big.
Indoors on dead or cold subjects I still have a lot to learn but always use the flash and f20 to f22.