They are not insects. The body structure is some crude approximation of a pony; they have four legs, not six.
The chitinous plates this specimen has in place of skin is as hard and durable as most mundane armors and has a resistance to magic second only to dragon scales. It seems to possess some underlying enchantment that sloughs off all others. I shall have a team examine these properties further but for now the dissection must wait.
I have some proof for my sister.
-L