For insect macro a tripod can be a pain, best to hand hold in most situations.
The trick is to rock backwards and forward slightly. Obviously the usual 1/focal length applies but to get just the right focus (especially if the insects are moving, either by their own motion or wind blowing, which is why tripods are a massive pain) take a dozen pictures rapidly, moving backwards and forwards slightly, moving the focus plane back and forwards a few mm/inch. Then you choose the shot that is correctly focussed.
Mileage varies. Each macro/close-up photographer has his or her own favourite approach(es), and they can vary considerably from one person to another, and from one time to another for a particular photographer. For example ...
On the rare occasions I have completely still air with a subject that isn't moving (e.g. post-dawn insects that haven't warmed up yet), I use a hands-off, tripod-based approach with a remote shutter release.
More commonly I use a hybrid "hand hold with tripod support" technique, using a strange tripod with a jointed arm. Sometimes I have the ball head and/or one or more joints a bit loose to let me follow subject movement, and/or sometimes (with all the joints tightened) I use the residual flexibility of the rig to let me push and pull to make changes to camera position/direction.
Mostly I use this hybrid technique with available light, sometimes with flash, either as the main light source or for fill. I use one of two rather different diffusion arrangements with an external flash if I use flash in this configuration.
In good light, especially with subjects that are moving around a lot, I may take the camera off the tripod and use available light, or use fill flash, for which I might or might not use diffusion, and might use an external flash or the on-board flash.
In less good light, for subjects that are moving around a lot, I may take the camera off the tripod and use flash as the main light source, with one of the two diffusion arrangements using an external flash.
I don't rock for focus; I use autofocus, most of the time.
I have a focus rail on the ball head. I use this to get the distance to the subject within range. (I use achromats, not a macro lens, so getting the distance within range is critical, especially for the more powerful achromats.) I generally use the quick release mechanism rather than the much slower fine screw adjustment. Using my most powerful achromat (which can capture scenes down to 4.5mm across), for which the distance to the subject has to be plus or minus 1.5mm, I do occasionally use the fine screw adjustment, although more often I use push/pull with the rig fully tightened.
I don't think there are any universal solutions for macro and close-ups. What works well for one person may not work so well, or at all, for someone else.
Just stating a fact.
