Not much of a setup, really. I shoot hand-held, no flash.
As to settings:
For shots like this one I use M-mode with auto-iso (I like to have one setting controlled by the camera so I don't have to change settings every time the light changes slightly).
For damselflies I'm usually at 400mm. When shooting at or near MFD (this one's pretty exactly at MFD) I stop down to f8, because sharpness of the 100-400 II isn't great at MFD wide open (and I get more depth of field that way). For this shot I used f10 because I wanted the whole damsel (head to tail) to be in focus and I couldn't get into a position exactly parallel to the animal (down-sloping riverbank).
1/200 is my go-to shutter speed for tele-macros with the 100-400. I'll use faster shutter speeds from time to time (when the light is good or the subject is moving) but have found out that my keeper rate decreases quite a bit when using slower shutter speeds.
Thank you very much for this info as it helps a lot for amateurs like me.