Many insects are easily seen by anyone and they nothing of it. However, the size of insects varies a lot including the small tiny ones that never are found unless they really look. Ants are the most common on small insects where others are so small, they are not visible with the naked eye. However, they are remarkably interesting and amazing the details they have being that small.
When I am ready to focus on small insect photography, it does not really matter what time of day I go out. When it is bright and sunny, I do not really need a flash. However, I find myself most of the time using a soft diffused flash. Because of the size of the subjects, I always use my Canon 90D crop camera with the Canon 180 F/3.5 macro lens. With smaller subjects where I need to focus closer, I add the Canon 25mm iii extension tube.
Finding the subject is the fun part because they as too small to really see. So, I used my camera on a tripod and gimbal to move around. Once found, I set the macro at 1:1 ratio, although with a crop camera that is really a 1.6:1 setting. Then I used a focus rail to focus with a midrange depth of field. These subjects do not move around much expect with ants. When photographing ant, I usually pick the cooler morning when they are not moving around so much.
O Lord my God, in You I put my trust; Save me from all those who persecute me; And deliver me. Psalms 7:1