Care to elaborate on your lighting set up?
On the first photo you need to clean off the surface that the fly is on. There is a lot of dust in the image.
Personally I’d like to see a little less reflection. This would help define the fly pattern that you’re displaying. That is more of my personal taste, so if you want the strong reflection then go for it.
On the second photo, I dont think the light backdrop is the right choice for a light colored fly. Also I’m not sure the textured surface adds anything to the photo. A contrasting color of smooth texture would help show off the fly a bit more. Because of the material’s characteristics, I think this fly would be best displayed in a traditional elevated fashion as if in a vise. That would allow for the flashabou and other long matterials to drape down. Again this is more personal preference.
I think the third photo is the best of the set. The photo is a bit more dynamic with the rod and reel