Update - 31 Jan 2021
It is the first time I have made an insect and I am happy with the result. It was a very fun challenge, I chose the ant because it was the insect with the best references that I found, I wanted to get a model with good details and realistic.
The ant is modeled entirely with 3Ds Max, as a rendering engine I used VRay Next
I have distributed the coat in layers to have better control, there are five layers of hair based on its shape and size.
The textures I have created with VRay and then I have retouched them in Photoshop. It is made up of three final maps.
These are the reference images that I used to model the ant.