The piece of evidence that would best support the argument that humans are more evolutionarily related to fish than they are to insects is:
The early stages of embryo development in fish and humans look strikingly similar while insects develop very differently compared to both fish and humans.
This evidence highlights the comparative embryonic development, which suggests a closer evolutionary relationship between fish and humans than between humans and insects. It indicates that fish and humans share more common developmental pathways, supporting the argument of closer evolutionary ties.