Native plants are not necessarily the best for attracting insects looking for pollen and nectar and you will have few customers anyway between late autumn and early spring. The best plants may not necessarily be suitable for baskets.
You can try plants such as buddleias (if you dead head so they keep flowering), asters, ivy and sedums, to attract insects later in the season. In case there's a warm spell and some insects are about, plant crocuses, winter aconites and climbers such as winter honeysuckle and winter clematis. I find early bumblebees are attracted to my snowdrops and early flowering hellebores are worth a try.
The other thing to consider is bundles of hollow stems hung in sheltered spots for insects to hibernate in and/or lay eggs in spring.