What you could try to do is just use the dragonfly aura and use multiples of it, each different sizes and layers, so you could have smaller ones at the back behind the skeleton and then larger auras at the front (to suggest they’re closer to the viewer) and to add interaction have some of those be in front of the skeleton (maybe even mask a single dragonfly onto a circle insignia and place it on the skeleton somewhere, just an idea) so it looks like he is actually trying to escape from the swarm rather than just being there in front of it. That way you minimise the masking you have to do and you could still include the clouds if you wanted as a background (maybe as a dusk cloud or something).
But that’s just my suggestion, someone else might have a better one.