I've wondered how moths affect fish before due to the powdery residue on their wings.
But I only wondered it because I've seen fish eat moths off the water surface while I was out fishing before. So I assume it's fine.
Have also seen wild fish surface eat: ants, grasshoppers, dragonflies, flies, mosquitos, spiders, water bugs, gnats, June bugs, etc. etc. while fishing before. When your sitting on the bottom with your bait all night, you have a lot of time to stare at the water surface lol. I've successfully used crayfish, lizards, other fish, crickets, beetles, etc. etc. as bait too. Even frogs. Just about anything I can catch near the shore really - the best baits (I think) is what they're use to eating already.