Can monoclonal antibodies be used to transport insulin
Technically you can link two proteins together, but why would you want to do this?
Antibody drug-conjugates are used to specifically target cells which can be differentiated from the healthy cells by their cancer neoantigens. This provides a high specificity of the drug delivery and also limits side effects on healthy cells. 

For insulin on the other hand this is not necessary, since insulin receptors are ubiquitous thoughout cell surfaces in the body, hence supplementing insulin is enough.