Shadow or Sunlight?

In this case I think shadow wins hands down...

A difficult shot with the obvious solution being to set the camera to blur all that background as much as possible.

But DOF with a 400mm lens at that distance is pretty small and the insect is pretty wide including the wings.

One solution would be to shoot so that all the insect parts are within the DOF, e.g. not from the side.

Another might be to shoot from closer with a wider angle lens because the background would blur relatively more irrespective of the f-number.

My intent here was to show that the image in (my) shadow appeared to show better sharpness / detail than the one in full light - which was perhaps because it was a better capture. But none the less, without the shiny reflections / highlights, it appears more sharp - so a learning experience in my relatively short photography journey.
The busy background had been mentioned elsewhere so I thought how to reduce that and came up with a tighter crop that also brings the wings more front and centre.

Hola Bryan!
Macro photographers tend to prefer softer light, because it creates less shadows and glare and favors the appreciation of detail. In fact, it is common for them to work with diffusers for light when it is very harsh.
However, there are times when a harder light can give more "sparkle" to the image and more vivid colors...

Hola doctor!

I can fully understand that now, although I think I knew the macro mob used diffusers / artificial lighting.

Yes, I used to shoot watches for sale on ebay and found diffusers essential for that purpose!

My Architectural photography has led me towards softer light. I think the same applies to your shots too.

You can always add a bit of contrast in post if the picture looks too flat.

That one had already received far more contrast than I would normally use...