Captures of Instagram appear to be missing images
Images are hidden from the Instagram feed once you scroll past them. This means that only images visible to you at the time of capture are present in the MHTML captures.
Taking notes or manual captures (right click > Hunchly 2 > Capture) periodically as you scroll is labour intensive, but guarantees that all information is captured.
Unable to tag images on Instagram Feed.
Instagram creates a transparent HTML layer over top of the images on their site. What happens when you right-click on these images is that your browser does not detect that it is an image underneath, and so all of your right-click menus will not have the general options for saving the photo.
If you right-click on a photo, use the Inspect option to inspect the HTML element. You will be shown some code that has URLs to the original Instagram image as shown below:
Right-clicking on that URL and selecting: Open in a New Tab will open the image on its own, where you can now right-click and select Tag Photo from the Hunchly menu.
Using Hunchly's notes to collect screenshots of the entire page may also work for you, and it is much less time consuming.