As insect populations decline, due to climate change and other environmental disruptions, there has been an increased interest in understanding extinction probabilities. Generally, the life cycle of insects occurs in well-defined stages: when counting insects, questions naturally arise about which life stage to count. Using tsetse flies (vectors of trypanosomiasis) as a case study, we develop a model that works when different life stages are counted. Previous branching process models for tsetse populations only explicitly represent newly emerged adult female tsetse and use that subpopulation to keep track of population growth/decline. Here, we directly model other life stages. We analyse reproduction numbers and extinction probabilities and show that several previous models used for estimating extinction probabilities for tsetse populations are special cases of the current model. We confirm that the reproduction number is the same regardless of which life stage is counted, and show how the extinction probability depends on which life stage we start from. We demonstrate, and provide a biological explanation for, a simple relationship between extinction probabilities for the different life stages, based on the probability of recruitment between stages. These results offer insights into insect population dynamics and provide tools that will help with more detailed models of tsetse populations. Population dynamics studies of insects should be clear about life stages and counting points.