sitting in the car out of boredom I decided to try the macro mode of my little point and shoot. It has a lot of settings and this was only a first time. This was a fly, not a housefly but smaller sitting on my bluejeans. I have to get better at focusing.

Wow - that's pretty good. Shame it wasn't on a less textured surface.

Focusing with a compact camera is relatively easy, there is a lot more depth-of-field than with a DSLR. Your problem is that the hand-held camera is subject to translations: up/down, left/right and also backward/forward and the camera stabilizer does not compensate for them (it compensates only for rotations, because the minute translations are not a problem for general photography...). The first two move cause motion blur, while the last one impacts the focus. Your best bet is to use burst-shooting and hope that one the pictures will be correctly focused.

I have both kinds, my expensive dslr and my point n shoot. The point n shoot has a lot of adjustments compared to older or cheaper ones.