Go for the worm, go for the worm!!!! You must kill the parasite, not the host!

Wings. Definitely wings.

The body almost seemed like a marionette being controlled by the wings.

On top of that, most insectisoid wings have halteres, and disabling those will destabilize an insect when it's doing anything that involves its wings being moved, which is a lot of stuff. Can fight through pain, much harder to fight while disoriented. I'm willing to bet that'll at least buy time from what I hope would be a stunning blow. I'm not so sure hitting the worm would achieve much more than a painful scream and a re-doubling of its efforts.

Bah, I mispoke on halteres, but the connection of wings + halteres + balance is still pretty relevant. Thanks Coriolis effect!

You're suppose to aim for the worm, aiming for the wings will only cause it to land while it still has a firm grip on you.

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The worm is the most obviously parasitic-looking thing, but the wings seem to be the things moving the body, and the head (or something in it) is what's currently choking me...

Well, I've got to pick something. I'll shoot the worm. And then maybe throw up.

Another word for how you described the sound it was making would be wail