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I am just practising my limited skills in photography. Having recently purchased a new camera which has a "super macro" facility, I can get fairly close to dried specimens, but the problem is getting light into the space between lens and fly (about 1 cm.)

Here is a photo of Hydrophoria ruralis Mg male. I hope it comes through OK

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Many camera/lenses advertise as having "close-up" properties. To me, this is the last thing one needs. What you usually want to do is fill most of the frame with fly, but at a distance.
Problem with many camera/lenses is that "super macro" means having the lens almost touching the subject with no room to get sufficient light on the subject.
The solution, unfortunately expensive, is to use a DSLR with a longish true macro lens. I have a 200mm Nikon that will allow me to fill the frame with a small fly (as in your pic.) with a working distance (lens to fly) of about 30 cm (I'm just guessing, but lots of room for ligthting).
A 100mm true macro will give 1/2 this WD.
Your image suffers only from the underexposure on the lower half of the fly, dorsal surface is OK. Could try another flash beneath the fly or a reflective surface beneath the fly. Alternatively, increase the distance between fly and lens (get a smaller image) and then crop the final image.

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Thanks Tony for your comments. My camera is a Fuji FinePix S5700. It has some threads on the lens bit, but I don't know if there are any macro lens that would fit it.

I will try macro mode which will give me some more space and as I have 7.1 megapixels perhaps the smaller cropped picture will be OK. I'll try iit out