Nice photos but it's a pity the bodies are all too dark showing next to no detail.
I see on one of them you used f/7.1, 1/6400s ISO 800. I photograph bees in flight and rarely go faster than 1/2000s and aperture of f/4.6, f/5 or f/6.3 tops gives me more than enough DOF.
Just like many people advise letting helicopter blades and propeller blades on fixed wing aircraft blur a little to show the aircraft are actually in flight and not "frozen" in mid air, for me the same applies to bees and similar insects in flight. Letting wings blur a little is very ok.
Your dragonflies look like they could be "gliding" which of course they're not.
Using a slower shutter speed and/or wider aperture will let more light onto the sensor (resulting in a lower ISO) and hopefully enable more detail on the insects' bodies to be visible.
Letting more light onto the sensor also reduces visible noise and especially on a smaller M43 sensor your denoising algorithms (in camera or in post) will thank you for it.
Anyway, just some food for thought you might like to consider experimenting with the next time you are photographing dragonflies, bees or whatever.
All well and good. However the whole intent of these shots was to catch the reflected light. I had taken countless photos with a lesser camera last summer with the same intent but could only get blurry light due to a lower attainable ss. This is a vast improvement in that regard. I also had quite a few last summer with more of the full spectrum of light. That will be the next goal now. The fact that the body is then in shadow is not a consideration and indeed adds to the "military choppers" effect noted by @Wormsmeat. I did try and recover shadows but haloing was becoming evident so gave up on that.
Regarding recovering the shadows, putting more light on the sensor will result in more light from the shadow areas as well, resulting in a larger SNR and giving you more flexibility for raising shadows in post, especially if raising shadows using 16 bit raw files rather than with 8 bit sooc jpegs which offer much less flexibility.
Just another point or two. If you knew the specs of this lens, you would know that at full zoom, f/6.3 is wide open and that the lens is more sharp stopped down from that. So suggesting otherwise is going against both possibility and accepted wisdom. Further, dragonflies are a lot larger than bees and if I am lucky enough to get one close, I really do have to start thinking about f/8 and above to get the whole thing in focus... Horses for courses...
It was general advice only, not specific to your gear.
As I said, not everyone uses the camera you choose to use.
Many people have multiple camera bodies and lenses and so have more options to use the best combo for a job than you do if you are limited to one camera.