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Because you are talking close range, the high speed focal plane sync that most Canon flash units provide will allow you to easily go to any shutter speed above the normal sync limit, including very high shutter speeds, usually all the way to the 1/8000th of a second that many bodies provide. I believe that both of the Canon macro flash units also support high speed focal plane sync.
That said, your best approach may be to use standard sync and overpower the ambient light with a flash, using it as the way to freeze the action. You want plenty of depth of field, and you want to overpower ambient, so I would think you would want moderate flash power to try to work at f 16 or so. Also consider second curtain sync to give a more natural look to shots where the ambient light is going to cause motion blur.
Do insects respond to a flash and tend to fly away when one occurs? I do not know if they respond, or how fast they respond, but if they do, you may be able to use the pre flash that Canon flash units make for exposure evaluation in the E-TTL mode as the "trigger" to make them move, and then use the main flash that is slightly later to catch them in the act of taking off. Trailing curtain time delay may also help with an "adjustable" delay from the pre flash, depending on if the light is low enough to use a somewhat longer shutter duration. The flash would then freeze the main motion at the end of the shutter opening period, and the trailing curtain effect would likely show the blur motion that is lighted by ambient in the time just before the main flash exposure event.