You're showing a definite move in the right direction here, and your general constructional approach is considerably better, though there are is one thing you need to really focus on as you move forwards.

Above all else, spend more time observing your reference images - there are a lot of cases where what you're drawing doesn't actually reflect the nature of the reference. For example, if we look at the praying mantis' claws, the "tarse" (the slim extension that comes off their front arms) has been drawn as having a great deal of girth to it, even though in the reference it is extremely skinny. Similarly, the praying mantis' back legs were drawn as basic, thick tubes, which doesn't match the reference. Overall, your proportions aren't entirely accurate, and I suspect that this is because you're spending more time looking away from your reference than you should be, resulting in a greater reliance on your memory.

Now, your issue with the ladybug, I believe stems largely from a misunderstanding:

For example, looking at your ladybug drawing in the Drawabox Lesson 4: An Introduction to Drawing Insects and Arachnids video, the shell doesn't seem to be enveloping the invisible part of the abdomen. So the shell looks like it's sitting on top of the abdomen and torso rather than enveloping it fully.

Your assessment is accurate, because that is what the shell does. It sits on top of the abdomen and wraps around it, but does not envelop it fully. The only reason we start out with the "invisible" abdomen is because it is a simpler form, whereas the shell itself is somewhat more complex. So starting off with a basic ball and then wrapping a more complex shell along its surface allows us to achieve that greater level of complexity while maintaining the illusion of solidity for the whole form.

Overall, you're doing a good job of constructing your forms (although I think you slipped up somewhat with the wasp where your leg segments aren't simple sausage forms and as such tend to feel kind of flat), but your biggest pitfall is that the forms you're drawing don't reflect the proportions present in your reference. Looking at that same wasp, we can see even large elements - like the wings - where what you've drawn differs immensely.

Proportion and observation is difficult to be sure, but I think taking the time to invest more into observation and relying less on your memory will give you a big jump forward. There will still be smaller things that will continue to be difficult, and those will progress more slowly with practice, but the key here is that a change to your approach - drawing only a single stroke or form at a time before looking back to your reference, and being more aware of how they reflect what is present in the reference, will increase the believability of your drawings quite a bit.

I'm going to go ahead and mark this lesson as complete, as what I've mentioned here will continue to come up in the next lesson, and I think you'll be able to work on them there just as well as you do so here.