Even though you have a pair of flash units either side of the camera they are quite small in the reflective angle of the bugs leg and to get rid of reflections you probably need to somehow, don't ask me how

, organise a larger wrap-around light source. In photo #1 I can see two distinct reflections on the leg.
Again how you organise such lighting while maintaining your high quality is another question I cannot answer
edit ... perhaps a more powerful flash[s] in a large light box if the bug would stay there while you set it up.