There is a cinematic technique for this. I have not come across anyone doing this with photography, but the same principles should apply. Try looking for a tutorial on how its done for video.
A_Str8
A grid will control light spill, but it won't change the quality of light. A close, gridded, softbox will put soft light on your subject. A speedlight will put hard light on your subject
If you're doing most of your lighting with softboxes, a speedlight grid won't be very useful
Godox round heads have built in modelling lights. The V860III's modelling light is not in the flash head, so its less useful
Godox round heads are compatible with magnetic attachments, but for speedlights, rectangular heads are more versatile IMO. There are tons of accessories for rectangular flash heads and there are flash brackets that a round head won't fit into
Theoretically a round head with more surface area will create softer light than a rectangular head, but its too small to be a noticeable difference. I wouldn't recommend using flash without a modifier or bouncing it, so the head shape ends up being irrelevant to the light quality
A round head will provide a nicer looking catchlight, but that only matters if you're using it without bounce or modifiers
There is a red light on the X Pro that flashes briefly when the shutter is triggered. See if its flashing. That should at least tell you if the problem is between the camera and trigger connection
I'm not familiar with Fuji, but you should be able to shoot macro with any body as long as you have a lens that does 1:1. Generally you'd shoot with a low ISO and manual focus, so camera choice doesn't matter so much. The only thing missing from your gear list is lighting.
Micael Widell has a ton of videos including tutorials and info on lighting and light modifiers. https://www.youtube.com/@MicaelWidell
If you're interested in still life macro, you're best bet is to check out The Strobist to learn about lighting in general.
Off camera flash opens a whole new world and learning how to use and control light will help improve your photography when you're just using available light too. You can find all the info you need here: https://strobist.blogspot.com/
Manual focus is the best easy for macro photography. I normally struggle with manual focus too and before I got a macro lens, I never thought I'd be able to rely on manual.
If I'm shooting something stationary and using a tripod, I manually focus using the magnification function on the screen
Good links here. Also, search for info on using flags to control light on glass and shiny objects
A really good lens will give you sharper results than a cheap one, but it can be hard to tell the difference between a really good lens and just a decent one unless you're pixel peeping. Some more important factors to create sharp wildlife photos:
- Get the eyes in focus. Sharp eyes lead to a sharp looking photo
- Be selective. If a shot is not sharp, consider it a missed shot. Don't edit and share it
- Composition. A poorly composed shot might be perfectly sharp, but have lower perceived sharpness. Poor contrast, busy frame, etc can make a shot feel less shop
- Get close. If your subject is tiny in the frame, perceived sharpness is lower. If you do a ton of cropping, you lose sharpness. Get close enough to fill the frame with your subject and capture detail
- Manage noise. Noise reduces detail. Pay attention to lighting so you can keep ISO down. If you do have to push ISO, use some of the amazing noise reduction software that's available to clean up your image
- Limit sharpening. Over sharpening images in post can make images look bad. If you're not starting off with a sharp image, sharpening in post won't fix that
- Post processing. Edit photos to improve contrast in key areas, bring out details that may be lost in shadow or bright areas, draw attention to the correct areas (eyes for example). These things help perceived sharpness
IF you are sharing your photos online, you should stick with sRGB. Here's a good video on the topic https://www.youtube.com/watch?v=B2ZJx5eDUoc