Glad you like them.
Well, imo, they are not that hard to find if you look for them at the right places.
I'm still trying to find some of the more hard to find insects that a few of the members here found.
Regarding the diffuser, it is some sort of thin styrofoam material used for packaging stuff.
It was given to me by a friend.
I guess anything that's thin, translucent (able to diffuse light) and flexible will do the job. Experiment with it!
I have never used a tripod to shoot macro as I am using only a 100mm macro lens and its working distance is quite near, so setting up a tripod will probably scare the insect away.
Shooting without a tripod will take some practise but I think it's worth the effort.