Etymology
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cochineal (n.)

"brilliant crimson dyestuff consisting of the dried bodies of a species of insect," 1580s, from French cochenille (16c.), probably from Spanish cochinilla, from a diminutive of Latin coccinus (adj.) "scarlet-colored," from coccum "berry (actually an insect) yielding scarlet dye" (see kermes). But some sources identify the Spanish source word as cochinilla "wood louse" (a diminutive form related to French cochon "pig").

The insect (Coccus Cacti) was so called from 1590s. It lives on the prickly pear cactus in Mexico and Central America and is a relative of the kermes and has similar, but more intense, dying qualities. Aztecs and other Mexican Indians used it as a dyestuff. It first is mentioned in Europe in 1523 in Spanish correspondence to Hernán Cortés in Mexico. Specimens were brought to Spain in the 1520s, and cloth merchants in Antwerp were buying cochineal in insect and powdered form in Spain by the 1540s. It soon superseded the use of kermes as a tinctorial substance. Other species of coccus are useless for dye and considered mere pests, such as the common mealy bug.

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locust (n.1)

"grasshopper, large orthopterous insect noted for mass migrations accompanied by destructive ravages of vegetation," early 14c., borrowed earlier in Old French form languste (c. 1200), from Latin locusta "locust; lobster" (see lobster).

In the Hebrew Bible there are nine different names for the insect or for particular species or varieties; in the English Bible they are rendered sometimes 'locust,' sometimes 'beetle,' 'grasshopper,' 'caterpillar,' 'palmerworm,' etc. The precise application of several names is unknown. [OED]
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beetle (n.1)
insect of the order Coleoptera, Old English bitela "beetle," apparently originally meaning "little biter, biting insect," from bitel "biting," from Proto-Germanic *bitan, from PIE root *bheid- "to split," with derivatives in Germanic referring to biting.

By normal evolution it would be *bittle, but it seems to have been influenced by beetle (n.2). Sometimes applied to soft insects, as black beetle, an old name for the cockroach. As a nickname for the original Volkswagen car, 1946, translating German Käfer.
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earwig (n.)
type of insect (Forficula auricularia), Old English earwicga "earwig," from eare (see ear (n.1)) + wicga "beetle, worm, insect," probably from the same Germanic source as wiggle, on the notion of "quick movement," and ultimately from PIE root *wegh- "to go, move." So called from the ancient and widespread (but false) belief that the garden pest went into people's ears. Compare French perce-oreille, German ohr-wurm. A Northern England name for it reported from 1650s is twitch-ballock.
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pillbug (n.)

also pill-bug, kind of wood-louse or other insect-like crustacean which can roll itself into a ball like a pill, 1841, from pill (n.) + bug (n.).

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fly (n.)

Old English fleoge "a fly, winged insect," from Proto-Germanic *fleugon "flying insect" (source also of Old Saxon fleiga, Old Norse fluga, Middle Dutch vlieghe, Dutch vlieg, Old High German flioga, German Fliege "fly"); literally "the flying (insect)" (compare Old English fleogende "flying"), from PIE root *pleu- "to flow," which is also the source of fly (v.1).

Originally any winged insect (moths, gnats, beetles, locusts, hence butterfly, etc.) and long used by farmers and gardeners for any insect parasite. Flies figuratively for "large numbers" of anything is from 1590s. Plural flien (as in oxen, etc.) gradually normalized 13c.-15c. to -s. Fly in the ointment is from Eccles. x:1. Fly on the wall "unseen observer" first recorded 1881. No flies on _____ "no lack of activity or alertness on the part of," is attested by 1866. Meaning "fish-hook dressed to resemble an insect" is from 1580s; Fly-fishing is from 1650s. Fly-catcher "bird which eats insects on the wing" is from 1670s. The fly agaric mushroom (1788) so called because it was used as a poison for flies.

The sense of "a flight, flying" is from mid-15c. From the verb and the notion of "flapping as a wing does" comes the noun sense of "tent flap" (1810), which was extended to "strip of material sewn into a garment as a covering for buttons" or some other purpose (1844). Baseball fly ball attested by 1866. To do something on the fly is 1856, apparently from baseball.

When the catcher sees several fielders running to catch a ball, he should name the one he thinks surest to take it, when the others should not strive to catch the ball on the fly, but only, in case of its being missed, take it on the bound. ["The American Boys Book of Sports and Games," New York, 1864]
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coccidiosis (n.)

1892, disease of birds and mammals caused by coccidia, the name of a family of parasitic insects, the scale-insect; their name is Modern Latin, from Greek *kokkidion, diminutive of kokkis, diminutive of kokkos "berry" (see cocco-). Also see -osis.

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pupa (n.)

"post-larval stage of a metamorphosizing insect," 1773, a special use by Linnæus (1758) of Latin pupa "girl, doll, puppet" (see pupil (n.1)) on notion of "undeveloped creature." Related: Pupal; pupiform.

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elytra (n.)
1774, plural of elytron "hardened wing of an insect," from Greek elytron "sheath," from elyein "to roll round," from PIE root *wel- (3) "to turn, revolve," with derivatives referring to curved, enclosing objects. Related: Elytroid.
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ephemeron (n.)

"insect which lives for a very short time in its winged state," 1620s, from Greek (zōon) ephemeron, neuter of adjective ephemeros "living but a day" (see ephemera). Figurative use by 1771.

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