Answer:
It is an insect, and the first part of its name is the name of another insect. What is it?
These animals hang out in the mist.
When they are caught, they are thrown away. When they escape, you itch all day.
Though desert men once called me God, today men call me mad. For I wag my tail when I am angry. And growl when I am glad.
Attracted by light but flies at night. It's wind and hairy but not too scary. What is it?
The strangest creature you'll ever find: Two eyes in front and many many more behind.