Capturing photos of tiny insects is hard enough. They move and wander off the set. They're so high contrast they can cause exposure control to go whacky. They are so small that auto-focus often selects the background. If all that weren't enough, add motion and photos of insects on the wing are tricky. F stops need to be deep to counter the critters' moving in and out of focus, and ISO has to be slow to keep graininess to a minimum. Both of which make for long exposures, which make for a blurry photo. Forced flash can be used to stop motion. It is a balancing act in real time.

There is a large dose of luck involved but familiarity with the critter's behavior helps.
Hover flies do indeed hover, sometimes giving the photographer time to manually focus on them if you can find them in the viewfinder. If you catch one illuminated by a shaft of light against a dark background, the photo can work.
Some species of dragonfly patrol along a specific route. Spend a little time watching and you may be able to position yourself at a choke point, pre focus there and snap the shot as it passes.
Nectar sipping insects can be photographed as they approach or leave flowers.
Some butterflies are territorial, giving you the opportunity to catch them as they engage an interloper or potential mate.
It may sound like a fortune cookie slogan but in insect photography as in so many other things, “Experience allows us to take advantage of luck.”