Alright so I've got two questions:

1. I CANNOT find the male dayfly. I've read virtually every single bug faq on the internet, and yet I cant find it. Here is what most of them say:
Found: Gerudo Desert
How to Collect: In the south central area of the desert, you will find
this bug flying around. If it helps, the bug is to the
south of some wooden gates you can charge through with a
boar.
I've searched the Gerudo Desert top to bottom, even at night so that it would be easier to spot, yet I can't find it. Any help? Is it before or after the big dip in the ground?

2. What is the cave near Eldin Bridge? Its up on a ledge where you find one of the bugs, and I stumbled into it but decided not to look around because I was to engrossed with the story. It was basically a big lava pit.

Thanks everyone.