Strepsipterans are really, really freaking weird insects. They have sexes that are dimorphic to the extreme, have eyes that are unlike those in any other insect (resembling those of trilobites more), and have been a phylogenetic nightmare, including being one of the textbook cases of long-branch attraction observed in early molecular systematics studies. The life cycle, too, is really, really weird. Let's start with the first-instar larvae - these are the stages that seek out a host. In Caenocholax fenyesi, the males parasitize ants, so they seek out this host, penetrate the cuticle, and grow. Eventually, the male will pupate and emerge as an adult, which looks at least fairly insect-like, but he will only live a few short hours and spend the entire time searching for a female. What about the gals? C. fenyesi females parasitize orthopterans - grasshoppers, crickets, and mantids. When the first instar larvae of a female invades, she remains neotenic and never develops the characteristics of an adult insect. No, she is just an egg-, or rather a larvae-producing blob-like machine. The eggs that she produces hatch inside of her and can freely move about in her hemocoel. Eventually, the larvae will emerge via her brood canal. Females produce phermones to help the males find them and they are inseminated into this same brood canal. Strepsipterans castrate their hosts and the females can make up as much as 90% of the volume of the host insect's abdomen. Males of C. fenyesi were first reported in 1909 and then were subsequently frequently found parasitizing ants throughout the southeast U.S. But, the females remained unknown for 94 years. Finally, in 2003, Jeyaraney Kathirithamby from the University of Oxford and J. Spencer Johnston from Texas A&M found a female that they suspected might be C. fenyesi in a cricket and confirmed the match using DNA sequence data, where the two individuals were 100% identical.
Image is of a male Caenocholax fenyesifrom this site.