Parasitic wasps are gross, but fascinating. If I recall correctly there is a parasitic wasp that parasitizes a parasitic wasp that parasitizes a parasitic wasp that parasitizes some kind of caterpillar.
Is there a way to tell?
Examining old hosts that have died and been preserved and seeing if the 'new species' exists there maybe?
A nice illustration of how much we still don't know about insects. There are around 7 000 new insect species found every year. Entomologists estimate that there are around 10 000 000 undiscovered insect species.
I read a great popular science book on insects [1] (well, I listened to the audiobook edition...does that count as reading it?), and the author said that every summer he put traps to catch flying insects outside his New England house, and nearly every summer he would find insects that were not yet known to science. He'd even find parasitic wasps, the type of insect he was one of the world's foremost experts on, that were not yet known to science.
When it comes to discovering new insect species it seems the hard part is not actually finding them. To do that you just have to regularly capture insects. You don't even have to go to some exotic place that humans have rarely visited--your backyard is probably good enough.
The hard part is recognizing that one of the ones you captured is not one of the 1 000 000 species already known.
[1] "Life on a Little Known Planet: A Biologist's View of Insects and Their World" by parasitic wasp expert Howard Ensign Evans. https://www.amazon.com/Life-Little-Known-Planet-Biologists/d...