Velvet Ant (specifically a Red-tailed or Cow-Killer variant)

Open sunny areas, sandy soils, grasslands, and forest edges where ground-nesting bees and wasps are present.

Adults primarily feed on nectar; larvae are external parasites of the pupae of other ground-nesting bees and wasps.

They are actually wingless female wasps. They are solitary, highly active during the day, and known for their extremely tough exoskeleton and ability to make a squeaking sound when threatened.

Benefits: They help control populations of other ground-nesting insects. Risks: Females possess an exceptionally painful sting (hence the nickname 'Cow-Killer'), though they are not aggressive and only sting if handled or stepped on.