I don't know whether ant colonies exhibit principal-agent problems (though I'd expect that they do to some degree) but I know there is evidence of nepotism in queen rearing in bee colonies where individuals are not all genetically identical (evidence of workers favouring the most closely related larvae when selecting larvae to feed royal jelly to create a queen).

The fact that ants from different colonies commonly exhibit aggression towards each other indicates limits to scaling such high levels of group cohesion. Though supercolonies do appear to exist they have not come to total dominance.

The largest and most complex examples of group coordination we know of are large human organizations and these show much greater levels of internal goal conflicts than much simpler and more spatially concentrated insect colonies.