Check thorny trees in the area for impaled bodies of lizards, insects etc. That means there's a Shrike around!
Usually, insects are feed to nestlings, which need the protein to grow. Insects and nectar give them the long-lasting energy they need.
North Texas hummingbirds eat various insects, from tiny mites and gnats, to small spiders. They use many foraging techniques, including gleaning them from surfaces of the feeders themselves. Mostly, however, insects are plucked from the air, mid-flight by the agile, speedy birds.