sorry not an umbrella, a reflector! this is a device used to reflect light in different directions....normally come in silver, gold, white or even black.....you could however use a simple piece of white paper.

Ah, I see... I'll give it a shot and post my findings here! Thanks!

A tip I was given when shooting that close is to have your camera set on continuous shooting. The first shot has the action of your finger pushing down onto the button, the second shot maybe good and hoping that the third is better as you should have your finger still on the button. I would take four or five shots and then you can see which is the best later. The odds are one will be spot on. If necessary do some stacking if the DOF is too narrow and the insect is being still long enough