If they are insects, or even if they are some sort of aquatic there has to be a fish that will eat them! I have plain ol' comets, that were 29cent feeder fish from the pet store in my little pond. They eat anything that gets in there that's smaller than themselves. Go buy a few cheap goldfish, I'd say.
As for clearing up your water, have you tried barley straw? Also irises make great filter plants. I've never, ever had cloudy water, and I'm sure its because I grow clumps of iris in my pond. They provide shade and hiding places for frogs and turtles, too.