When I first started feeding with mosquito larvae, I once had half a dozen of them in the house. I didn't know and caught them right before they took wing. If you harvest regularly, you get what
@Colin_T described - a feast the food doesn't survive. I may have had one or two take wing since then, after feeding live every second day all summer for many years. In my fishroom, the window fans don't run at night, and mosquitoes can get in when they're off. It isn't a buggy summer, so I haven't had to block that yet.
Dragonfly larvae? I like them and have let them grow in certain tanks. I keep small fish in general, and they can become as big as the fish, depending on the species. I've never had one eat an adult fish, but juveniles and fry, yes. I've let them grow out in over productive livebearer tanks for population control, and let them go once they take wing.
The only live food I've had go really wrong is when wingless fruit flies get wings, either through a wild one someone getting in, or through a mutation.